You can change the shipping address on a sales document from the Addresses tab (Sales Document Addrs must be enabled in the Security Editor).
Select a different Address Code from the drop-down under the Ship To Address section.
Similarly, you can change the billing address by selecting a different Address Code under the Bill To Address section.
You can also make changes to the address directly in the fields. Use the Add or Update buttons to make changes to the address that will carry over to the Customer Card (Update Button Enabled must be set to True in the Security Editor).