Your account can have multiple shipping addresses on file, that can be selected during checkout. This saves you from having to enter your address each time you place an order.

To create an address, go to Settings, by hovering over the account button in the main menu.

Then click Addresses in the left-hand menu on the Settings page.

To add an address, click on New Address, fill out the form and click Create Address.
To make the address your default address, make sure to check the Make this my default address checkbox.

You can create as many addresses as you like. Your addresses will appear as a selectable option during checkout.