If you bought on an exchange you need to send them to a wallet like Myetherwallet or Mycrypto and then register your wallet address with EOS (it will cost you some gas). Once it is registered you get a EOS public and private keys. Then you leave your EOS there until the snapshot at the begging of June.
Here is a tutorial: https://steemit.com/eos/@sandwich/contributing-to-eos-token-sale-with-myetherwallet-and-contract-inner-workings