How the bounties campaign will pay me? Because on my exchanges it is the rule that if you receive other coin on (example- ethereum address) you’ll get no funds or something like that. Do I understand this correctly? What should i do?
Don't use exchange deposit address to receive bounty campaign payments. You need to use wallet, which supports ERC20 tokens.
If you will send tokens to exchange Ethereum deposit address, it's most likely that you won't receive anything, it's only for Ethereum deposits. And it's no guarantee that exchange which you are using will add these new tokens to their market.
Although you could use exchanges wallet if they accept certain token/alt but for security measures I agree that it is advisable to use your own address for persons safety. Any ethereum address should work as far as I am aware of not only ERC20, there are also above all tokens on waves and similar platforms. ERC20 wallet is needed to handle the specific token if desired user wants to spend those coins now, but if he creates paper wallet that for instance should be fine as well.
Easiest thing you could do is simply go to
https://myetherwallet.com/ and from that wallet you have access to any token on ethereum network. But do note that it is not safest option out there when it comes to security because if you don't care much about your device being clean it could easily pick some malware that's just waiting for you to make a move.
I am not familiar with those bounties campaigns which means that I am unable to provide valid answer, but I did post my overview of things some basics about tokens on Ethereum network and platforms like ethereum.
you can use MEW wallet.Just create the wallet.And keep your private key safe. Don't share your private key 
