For NFA applications, the person taking your finger prints puts their address in there.

For example if you went to the sheriff's department at 123 Oak Street, American City, AZ 12345 and had your finger prints taken by clerk there, that address is what goes in that box.

The issue is for the NFA applications you are using a generic Finger print card that is used for mostly security clearances or back ground checks and so having a box for the employer's address is relevant.