How to Use Wallet?

Just wondering the proper way to transfer from bittrex to wallet. Ive created my wallet with my password so all I need to do is send the money from bittrex to my wallet address and that’s it?? What does create key and import key mean?? How about export wallet?? I just wanna make sure I understand this completely before I send all my coins to the wallet I have a large amount don’t wanna make any mistakes. I’m pretty new to these wallets and crypto currency but learning more everyday. I also have a ledger nano s but haven’t used it as of yet I do own some litecoin and ether.