I'll try...
First, I want you to understand the difference between an exchange (like Binance) and a plain wallet.
An exchange is a place where you can buy and sell different cryptocurrencies, and invest in different ways to cryptocurrency. Having an account in exchange helps you to change your cryptocurrency into FIAT (real money).
But if you only want to withdraw your cryptocurrency from a poker site and keep it as crypto you don't need an exchange to do that. You simply need a wallet. A wallet doest not require any kind of KYC (registering and proof of identity). There are many kind of wallets out there, good ones and bad ones, and you truly need to learn how to use them safely before moving any funds.
I suggest that first you educate yourself by going
here.
My suggestion for a wallet is Electrum, or if you want use some money on it, Ledger Nano.
Then, when you have successfully reach the point of having your crypto in your own custody you still have the problem of changing it into real money. So having an account in a trustworthy exchange is not a bad idea.
But like the saying goes in crypto "Do Your Own Research".