for other private key like bitcoin address I am still not understanding because so far I use exchange wallet for saving my bitcoin assets, I don't know with other way how to save my bitcoin assets except in exchange wallet.
That would be your biggest mistake for using an exchange, just pray that the site will not be one of the victims of hacking, or exit scams.
Too easy to create and use a wallet such as electrum, blockstream green, mycelium, coinomi and many secured wallets than using an exchange.
Remember, not your keys not your coins.
In my opinion those wallets are ONLY secure if you are using them for cold storage. If you are using them on a Windows computer with a password then you are better off just keeping on a reputable exchange such as Coinbase using 2FA.
There are way too many malwares out there and almost everyday someone is getting their coins stolen even though they have secured their bitcoins with a password. So in my opinion use electrum on cold storage to sign your transactions or get a hardware wallet. If you can't do these then just keep them on an reputable exchange. Its more secure than your Windows computer.