Hi Shail,
You can directy maintain exchange rates in BW system as well apart from transferring from ECC.
In SPRO
SAP Netweave-->General Settings-->Currencies--> Enter exchange rates
Enter the exchange rate with exchange rate type, this will be reflected in TCURR when you save the entry and can be accessed for translating currencies at report level.
And for displaying Exchange rate asa separate column you can go for cirtual characteristics and use BADI to populate during reporting.
Thanks