To connect your cryptocurrency wallet to a DEX, you will need to use a Web3 wallet like Metamask or Coinbase Wallet. These wallets allow you to connect to the Ethereum network and interact with DEXs and other DeFi protocols. By the way, some exchanges support several wallets and networks at once. For example, WhiteSwap also supports Tron, so you can also connect TronLink wallet. If you want to switch between different networks, you sometimes need to reconnect your wallets.