AI OnAI Off
You will need to create a new meta-field under the Address class in commerce manager or via code and then you should be good to go.
https://www.screencast.com/t/7hyybKazNS
Once you add it, you should see the new meta-field added into the cls_Address table.
Also, these will be good reads as well:
http://webhelp.episerver.com/latest/en/commerce/system-administration/order-meta-classes-fields.htm
How to add additional property to CustomerAddress (cls_address database table)? I have already data for customers and I want to extend with one extra property.