If I withdraw coins from another exchange to my wallet, do I need to choose EVM or TRON with my wallet?

How do I receive USDT from other exchanges to my wallet? I've been at it all afternoon, and I'm at a loss!! After looking for a long time, it asked me to choose, but there is no link to receive USDT.

By the way, what is this EVM address? Is it the address for receiving USDT from other exchanges? I have 5 coins in my account, and I randomly selected a channel, and it came in.