You have two options for this, depending on the type of card you’re sending.
If you’re sending an Announcement, Save the Date, or Greeting card, navigate to your reply card on your Customize page, then click Reply Card Option on the left. You can then turn on the "Request mailing addresses" feature
If you’re sending an Invitation with RSVPs, this option is on the next page, which is "Enter Details." You can turn a request for mailing addresses on the under "Event Page Settings." Click "See Additional Options" then click "Ask guests for their mailing address."