Thanks for getting back to us, tomdryan. 

The instruction provided by my colleague @Angelyn_Tis the only way to change the primary address on the payroll. You need to add  a new location using the correct details.

In the meantime, you can find some helpful articles by clicking this link here.

For future reference, you can check out this article: Edit or change employee info in payroll.

Let us know if you have any other concerns about payroll. I'll be right here to help.