In Settings > Ship From Addresses, you can edit your address, or add another.
You can nickname them such as "Warehouse" or "Home Office" for easy reference, and set which one should be the default.
Each Ship From Address can have a separate Physical Address from the Return Address.
The Physical Address is where your postage rates will be calculated from, and where USPS® will pickup your packages from if you request a pickup.
The Return Address is what is printed on the label, and is where your packages will be returned to if they are undeliverable for any reason.
PO boxes can be used for Return Addresses.
If the Ship From address was wrong when you bought the label, you'll have to refund the label and start over.