I downloaded Daedalus Mainnet 4.0.5. I created a wallet, but I don't see an address where I can send my ADA from an exchange.
Wallet icon and then
Receive tab. Choose one of twenty addresses and click it. Now you're able to copy an address or scan a QR code to send your funds from exchange.
Besides, Cardano uses the EUTxO accounting model on the mainnet. According to this, user-friendly Daedalus wallet automatically choose a new address to send change to it, if you send a part of funds back to exchange.