Without a wallet, you cannot send bitcoin to a bitcoin address. This is very simple to understand as without having a bank account, will you be able to receive money in that bank account ? Obviously, No., So you need to have a bitcoin wallet in order to get the bitcoin.
I hope you are not willing to send the bitcoin to the exchange address and think that in this way you will be saved from hassle of creating the bitcoin wallet and avoid all that seed phrases stuff etc.

First you need to learn a bit more about bitcoin as how it work, what are different types of wallets and how the funds are being send to bitcoin addresses.