If you head over to the "Addresses" section of your account, you will be able to add as many addresses as you need. These will all remain in your account, ready for you to select at checkout when you place your next order.
If you want to add a new address at checkout, you can do this by typing it in. This will then save to your account for use on future orders.
If you've moved address recently, we'd also suggest double checking this at checkout, as well as uprating this on your PayPal/Shop Pay/Apple Pay/Amazon Pay accounts - to ensure it's correct on there too.