Are you referring to a civilian address as opposed to a military type address (APO, FPO, DPO)?
If so, Guam is a US territory. You didn't say what screen you are on, so I'll assume you are in the Personal Info section on the screen to enter your address to show on your tax return.
For civilian, "Type of mailing address" you can choose U.S. Territory in the dropdown menu, then the fields will change. Then a little lower down is another box that says "U.S. territory". When you click the box or arrowhead there, you'll get a dropdown menu with a list of US territories. You should see Guam in the list.
