You should use an address that you can receive mail at. Whichever address you use, please make sure that the CRA also has this address before you NETFILE your return.
If you are a non-resident, you can fill out form NR304 - Direct Deposit for Non-Resident Tax Refunds and include it with your tax return to have your refund sent to a Canadian bank account: https://www.canada.ca/en/revenue-agency/services/forms-publications/forms/nr304.html
