I purchased the physical copy via Paypal just a few minutes ago, and as far as I can see, wasn't offered the opportunity to add a shipping address/comment.
Huh, you should be able to edit your purchase and add it. I added a field for addresses to be put in.
But! If it doesn't let you do that, please DM me on twitter with a screenshot of your purchase and your address and we'll get it going : )