Whatever address you gave in the US Embassy in Nepal will be your default address if USCIS wants to contact you through mail. Also, your Green Card will be automatically mailed to the address which you gave in the US Embassy. You can choose to live in different address but make sure you pick your green card in the address you gave. To change your address officially, you have to file a form called I-90 in USCIS webpage. USCIS wants to make sure that the Green Card goes to the right address. You can live anywhere you want.