If you are referring to your personal mailing address, you can correct this info in the My Info section of TurboTax. If you are referring to your employer's address, when you select edit next to the W-2 you wish to update, Box C at the top of this screen will have the entries for their address. (please see screenshots) 

You can navigate to the W-2 section of TurboTax by taking the following steps: 

1.) Federal

2.) Wages and Income

3.) Wages and Salaries

4.) Click through the screens until you see Here's Your W-2 Info

Click Edit on the W-2 entry you wish to update.