Yes, it is possible to have one order delivered to one address and the following order to a different address. To do so, you simply have to add these addresses to your customer account and select the one you need for each order.
Change of address:
1. click on "modify" at the bottom right next to "My home delivery"
2. click on "add another address" at the bottom of the page and enter the requested details
3. then select this address and verify hat it is displayed in the "My home delivery" box.
Don't forget to validate the changes by clicking on "Apply my modifications". You will then receive a confirmation by email.