EPSO's official postal address is
- L-107, B-1049 Brussels, Belgium
EPSO's administrative services are physically located in The One building, situated at the corner of the Rue de la Loi and the Chaussée d’Etterbeek. Since all tests are taken online and remotely proctored there's little chance that candidates would ever have to go there.
See also:
EPSO Account | European Personnel Selection Office | EU Institutions