1. Email back and thank them. Tell them you're very interested in working with them and appreciate the request, but would like to know what time frame they have in mind. (You can say it's your understanding that thirty days is usually standard for exclusive requests, but I'd wait and see what they say, because they may ask for a shorter time. Really they should have given a time limit when they made the request, IMO, but that's not a huge deal.)
2. You can tell them that while the ms is of course ready for their review, and you have a detailed synopsis, you don't have a specific chapter-by-chapter breakdown ready. Ask for a day or two to put one together, and ask if they want the ms now or if they'd rather wait. (Note: does their website say they ask for a chapter breakdown? Because if it does, you'll want to put one together immediately and send the whole thing tomorrow; you don't want them to think you didn't read their guidelines or know they'd want one.)
Alternatively, don't reply, and just put one together immediately and send the whole thing tomorrow with your email asking about the time limit for the exclusive. I'm more inclined to recommend that one, but only you know how long the c-by-c will take.
Remember, agents are human. They expect you to be, as well.
Don't worry about saying or not saying the exact right thing, honest. As long as you sound professional and nice and easy-going it's okay to ask questions.
And personally I wouldn't keep querying while someone has your ms exclusively. The last thing you want is for an agent to get excited, make the request, have to turn them down, and have them think "What the hell did you query me for now, then, if you couldn't send the work?"
Also, you want to keep the request under your hat a bit with other agents. Reason being that if they know someone is reading the full on an exclusive, and then however long later you email to ask if they still want to see it, you're telling them flat out that another agent rejected your book after reading the full (this is actually my largest issue with exclusives). Yes, of course intellectually they know there will be others out there who won't want it for whatever reason, but personally I prefer not to make them automatically think "Hmm, must be something wrong with it," if you know what I mean.
Thirty days isn't a long time to hold off. And who knows, it may be a moot point!