-I want to be sure when I click on "Import private key" that there is access to a new wallet with the possibility to "Send" to an Exchange
After importing your private key in Electrum you'll be prompted to choose a password for the wallet. After choosing a password (or skipping it) you'll be shown the usual window where Electrum will show you the balance on your wallet and all recorded transactions. Since it's a Casascius coin you'll see a single transaction that is the one responsible for funding the address (in this case with 1 BTC).
[1]
https://electrum.readthedocs.io/en/latest/faq.html#datadir@nc50Ic --> It seems that Ricks said that "After importing your private key in Electrum you'll be prompted to choose a password for the wallet. "
So a priori what I have is good no ?