The CAN-SPAM Act is a law that sets rules for commercial messages, including marketing emails. In order to be compliant with this law, you need to include a physical address in your messages. This address can be entered in the "Physical Address" field provided in your email settings:

Some advisors aren't sure what address to put in or are reluctant to include a home address. The FTC has a set of guidelines here which cover best practices, including what physical addresses can be used.