When you create an invoice, you can now give it a Ship To address, filled in from the customer and changed as you need, and save it back to the customer if you wish. The tax on the invoice follows that address, and it prints on the invoice.

Open the invoice under Sales & Customers › Invoices and the More menu offers Buy shipping label, with the address already filled in, or Add tracking number for a parcel you shipped another way. The shipment appears in your Shipments list with the rest.