I believe when you try to change your address with USCIS online, it asks you if you have any case currently pending with USCIS, so you can provide your receipt number for the case right there. And I think that is it. Also, by law, you are required to provide your new address to USCIS. After all. we are "alien" in this county, bro. Sad but true.

P.S: I changed my address when my I-485 was pending and they mailed my GC to my new address.