Can I send from an exchange directly to LIving Room of Satoshi?

Yes in most cases this won't be a problem, so long as there are no unreasonable delays from the exchange. Also, be aware that some exchanges deduct their withdrawal fee from the amount you are sending, so you may need to add that amount onto your total. For instance, if your exchange's withdrawal fee is 0.0005 BTC and you try to send 0.01 BTC to LRoS, they will deduct their fee and send 0.0095 BTC. So, in this case, you will need to ensure you add their fee on top, and the total amount you need to send will be 0.0105 BTC. This will ensure we receive the correct amount of 0.01 BTC and your payment will process successfully.