It's super easy!
The app automatically remembers your last delivery address (from your last purchase), so when you go to buy an item, simply tap on the delivery address and you should be able to change it from there.
If you are not wanting to purchase an item just yet but want to change the address now, this is still done in the same way. Click on any item, click Buy, scroll down to the address section, tap it to edit and then click save. This will update your address and you can close the screen/tap back to cancel the purchase.