You can update your delivery address in the Account Information section under your Account drop-down on the Account Settings page. From there, scroll down to Delivery Addresses to add or edit your address. If you're adding a new address option, just be sure to designate a default address before exiting the page. Make sure to save your changes.
You can also make a one-off address change by clicking Manage Delivery under the date of the order you're interested in redirecting.
If you'd like to change your address for your next order, be sure to log in and update your information before the Friday 12 PM CT deadline.