That's no problem, you can update this in your account area.

Step 1: Go to 'Account Details' (you will need to be signed in)

Step 2: Click on 'Edit' next to the shipping address and enter your new shipping address

Step 3: Click ‘Save Changes' at the bottom of the page

If you need to change this for your enrolment pack, please see the answer to this question, Can I change my address for the enrolment pack?