Answer: Make sure you have enough ETH on your wallet to cover transaction fee / transfer fee. The recommended gas fee as of writing is 82 gwei, because of ETH's network congestion.
Go to IDEX.
Go to Balances, on the top right of the platform.
Click on Full Balances.
Scroll down or up to locate the token you want to transfer.
Move your mouse to the far right of the screen, on the line your token is at, you will see: Deposit, Withdraw, Transfer.
Click withdraw if you have deposited it earlier to IDEX's contract address, otherwise click transfer if you still have the token on your wallet. Now a pop window will appear, enter the address you want to transfer your tokens to. If it is the same address you used when depositing to IDEX, you don't have to transfer, just click withdraw and it will send the token to its initial depositor ( the address which deposited the token to IDEX). By default IDEX will recommend a gas fee, but shows you an option to set gas fee. The recommended gas fee on IDEX is not different from what you will see at https://ethgasstation.info, so just leave it at IDEX's recommended gas fee for quicker confirmation on the ETH network.