You can save an address book two different ways:

When processing a shipment, you can save the address by simply selecting the Save To Address Book check box when completing the shipment details. Once you have processed your shipment the address will then be saved in your address book. 

If you want to add a contact before shipping:

1. Access your address book in the Manage section in the sidebar and select Address Book.

2. Select the Add New button on the top right side of the page. 

3. Fill out the details and once complete, select Save.