In the main Admin CMS, If you would like to setup your stores Pickup Address, navigate and click on the 'Stores' section of the left hand menu tabs.
Then click on the hyperlink storefront name with which you would like to setup you the pickup address, which will open up the the menus dashboard. Next click on the 'Pickup Address' tab to open the criteria window.
Fill out the address fields as necessary. Those text fields with an asterix demote that the field is compulsory before it can be saved.
Click 'Save' to finish.