Versa can validate ship to address on your sales orders against a USPS database. So only US address can be checked. This feature is not available on all subscription plans.
The checking is done when you mark a draft order into ready mode. So first go to setup menu, sales orders, and check Put New Sales Order In Draft Mode Automatically then check Validate Address When Order Is Marked Ready From Draft. This will make any newly created sales order into Draft mode. There is also a new column called Address Verified added to your sales order listing page so you can see the status of the address check.