You have rendered your Blender project as an EXR image sequence. There are two ways to treat this in DaVinci.

Option 1: per-file color management

Should the entirety of your project consist of EXR image sequences, and no other file types, then color management can be addressed at a global level. To do so is super-easy.

First go to File/Project Settings/Color Managment/Lookup Tables and change Input lookup table from No LUT selected to Linear to sRGB (Figure 1).
Once that is done, load your image sequence by dropping it onto the timeline.
To test, check that your render in the Blender Render window looks the same as in the timline.
Bingo!

davinci.001.png

Figure 1. Linear to sRGB set in File/Project Settings/Color Management/Lookup Tables

Option 2: per-media color management (recommended)

Should your project consist of a mix of EXR image sequences and other media (for example movies, pngs sequences etc) then color management should be addressed separately for each media type.

To color manage an EXR image sequence go to the Fusion page and add a Color Space Transform node.
In the node, set Color Space Transform/Output Gamma to Gamma 2.2 (Figure 2).
The image sequence should look the same in the Fusion page, The Color page, the Edit page and the Blender Render window.
Bingo!

davinci.002.png

Figure 2. Properties of the Color Space Transform node