Unfortunately, no. You should please use an EVM-compatible wallet address that is totally controlled by you, meaning you should control (and back up) its corresponding private keys and/or recovery phrase (e.g. MetaMask, Ledger, MyEtherWallet).
Please be informed that addresses controlled by third parties (e.g. Kucoin) are subject to their goodwill: while any Ethereum address can receive FCL and other ERC20 tokens, this third party may not offer you the functionality to see, transfer, or otherwise interact with those tokens.