Its a preference you do need to enable in the company file - Setup>>Perferences>>System>>I Include Items on Time Billing Invoices. Enabling this option will allow you to include items on your time billing invoices, thus allowing the item to show as being shipped therefore a shipping address can be added to the invoice.
Please note: It is a user-specific preference so each user in a multi-user system would need to turn it on should they wish to see that shipping address on the Enter Sales window (if needed).
