I did this and it simply allows me to add a new Drop Ship To address.  It does not create a new Ship To menu or list in the Ship To Window.  My company orders goods and then ships to multiple warehouse locations in the same city.  They are all company owned and operated locations so not really a third party Drop Ship To situation.  The Ship To window looks like it has an arrow and allows you to add addresses directly in that field but I can't figure out how to do it??