No, you need to have it in your wallet. Not an exchange. As long as you hold for a whole month and don't spent anything out of an address which has 1,000 or more Smart, you'll get the reward automatically. Using the web wallet is an easy way to go.

so if the computer is Off for 3 months while im traveling and when I am back home , I turn it on I will see rewards for 3 months ?

Yes, it's not like a staking coin where your wallet has to be on. It's more like an air drop. The key is, you have to control the private key. It has to be your wallet, not an exchange.