Yes, you can add multiple addresses to your account. To do this, click 'My Account' > 'Account Details' > 'View/Edit Locations' and 'Billing Addresses'.
When you are checking out an order, please make sure you choose the correct delivery address, as this can't be changed after your order has been placed. In the event that you've ordered to the wrong address, you'll need to cancel your order and place a new order to the correct address.