FYI: Microsoft Dynamics 365 for Financials has been rebranded into Microsoft Dynamics 365 Business Central.
In this example we have an existing customer named The Cannon Group who has set up an existing warehouse in New York and we must associate this address with them.
Step 1 - Click customers, then the ellipsis associated with the customer you need to add a Ship-to Address to, and then click edit.
Step 2 - Click Ship-to Addresses on the ribbon and then click New.
Step 3 - Enter the new Ship-to address.
Step 4 - Click the X to save and close your new Ship-to address. This should bring you back to your Ship-to Address List where you'll see your new Ship-to address.