What Contract Address Smart contract for ICONOMI?

That has yet to be revealed.

...and if your exchange doesn't list ICN what would you do?
=CRY

Do we know of any software wallets or hardware that will be able to store these yet?

Slow down there partner and sip on some java for a second...  
Yes; you can send your tokens to ANY Ethereum address. There's no guarantee ALL exchanges will be watching or listing ICN tokens, and if they're not... you just lost access to those tokens; which is why they gave you a warning not to enter any exchange ETH address and to be certain you have the keys ...and it is NOT just "nonsense"... because they cannot tell you which ones will be hosting the token. (NDA)
(brain engaged and synchronized, I think yours forked!)  

*In addition to their warning I should also add the following:
Be absolutely certain the wallet you use for ICN features watching of ETH token contracts.

Protip: Wallets don't run offline.   (But I know what u meant)
Not good to use WEBSITE wallets.

A Paper wallet created offline is safest for storage imho.

In token withdrawal page, I don't find any place to input my eth address, do I need to enable 2fa first?

I do not think you read my initial statement properly.  Or it confused you somehow...

Then here's an alternate answer to your original q:

Because no exchange currently has an "icn exchange deposit address" AND NEVER WILL. It's an Ethereum token, and is only transferred between Ethereum addresses.

When your exchange provides you an ICN wallet address, it will be an Ethereum address, and you have no way of knowing their eth/icn setup or even if they will be listing ICN at all.