You may need to display the "More Addresses" link - it was formally shown in the left navigation in CRM 2011.
Go to the form editor and click on Navigation at the top, then from the right side pick Addresses and move it to the left side. Save and Publish.
Refresh the record and you should have the option to choose Address when you drop down the navigation bar using the arrow just to the right of the record name (when you see other related records) at the top of the page.
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