You can ship to USPS PO Box addresses in ShipStation when you use USPS services. Most other carriers do not deliver to PO boxes. However, FedEx Ground Economy (formerly Smartpost) services do support USPS PO Box delivery, since USPS carries the package to its final destination.
FedEx PO Box Alerts
ShipStation will return an alert when attempting to create a FedEx label for a PO Box address, and no label will be created.