When you sign up for a reward tier that includes a physical reward, you'll notice a shipping form included when you become a patron.
The shipping address option is just at the bottom left of the pledge page. Here's a quick video: https://cl.ly/402O0z2b422p
If for whatever reason you need to change your shipping information, you can click "edit pledge or shipping address" from your Your Pledges:
From there you can edit any existing details:
Do you support APO address? YES!
You can find Armed Forces Americas, Europe and Pacific options under the State dropdown: