If you want to use FedEx, then you would use the Express Delivery address. However, for tax returns, it is generally preferable to not use a private delivery service as it will require special handling, which can sometimes slow down the processing of the return. But, you certainly can use it - here is the address -
State of New Jersey
Division of Taxation
Revenue Processing Center
200 Woolverton Street
Building 20
Trenton, NJ 08611
