At Admin Panel -> Settings -> Switches, you have an "addresses" switch. Sometimes, you may be cataloging data (such as businesses) which has a physical location. By turning on the "addresses" switch, the appropriate fields for collecting a physical address will show up on your submission/edit pages (street address, city, state, country and postal code -- there's also a subswitch for a second street address line). This includes a dropdown selector with the names of countries, and states for the default country. To customize the states list or the countries list, go to Admin Panel -> Settings -> Localization. To add state selectors for additional countries, see the state selectors article.
The address switch must be on in order to use the google maps and postal code range switches. These additional options help visualize and locate addresses.