You can change the shipping information only if your order has not yet been shipped and if the payment method used is not PayPal.
If you have used PayPal as a payment method and wish to change the shipping address, you will need to fill in the form requesting the cancellation and the relative refund before your order is shipped and then you will have to proceed with the insertion of a new order indicating the desired address.
Read also the FAQ:
Can I cancel an order that has already been shipped?
Can I change my personal data?
Can I change my billing information?
See the section dedicated to Returns & Exchanges