I had a look at this video https://www.youtube.com/watch?v=vhdDQXLCRpE
I can send tokens to MyEtherWallet from my exchange. Do I have to withdraw to my public key? Or, can I send it to one of my Ethereum addresses?
The address is the last 20 bytes of the hash of the public key.
Check this post here for more details. Ethereum Address vs Public Key
When you're sending something, you're always sending to the address and not to the public key.