We use the "Locations" feature in Shopify so once you update your address in Shopify it will automatically update in the app.
In the app admin backend navigate to the Locations link on the left hand side. These are the locations from your Shopify settings.
Keep in mind that you must have a US based location to enable returns with this app. Your warehouse and your customer should both be in the US.
International returns is on the horizon so stay tuned for that in 2020.