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You can buy SBD for BTC on an exchange. Then, I've never done that, but I presume you should be able to transfer those SBD to your account -- just like any other cryptocurrency. Did anyone try that?

there is no deposit method for SBD. Actually, there isn't one for STEEM either. You'll notice that "deposit" for STEEM is in BTC (which then they presumably use to buy STEEM on their internal exchange).

I mean, you can initiate a withdrawal from your exchange's wallet into your own wallet. This works for STEEM, should also work for SBD I think