I am going to quote from the IRS website. I picked Virginia (my state).
These Where to File addresses are to be used ONLY by TAXPAYERS AND TAX
PROFESSIONALS filing individual federal tax returns in Virginia during
Calendar Year 2020.
If you live in VIRGINIA ...
and you are filing a Form ... and you ARE NOT ENCLOSING and you ARE ENCLOSING
A PAYMENT, A PAYMENT,
then use this address... then use this address...
1040 Department of the Treasury Internal Revenue Service
Internal Revenue Service P.O. Box 931000
Kansas City, MO 64999-0002 Louisville, KY
Since you are not enclosing a payment, use the first address. They just want to know if they are going to be processing an attached check. If you send it to the wrong one it might delay the processing of your forms.
To pick your state start here: Where to File Paper Tax Returns With or Without a Payment