You can ship to PO Box addresses in ShipStation when using USPS services. Most other carriers do not deliver to PO Boxes. However, UPS Surepost and FedEx Smartpost services do support PO Box delivery, since USPS carries the package to its final destination.
FedEx and UPS PO Box Alerts
ShipStation will return an alert when attempting to created a FedEx label for a PO Box address, and no label will be created.
UPS, on the other hand, does not return an alert and will allow you to create the label even though they will not deliver to the PO Box. In this case, ShipStation will alert you that you are attempting to ship to a PO Box in the Cost Summary screen so you can select a different service before creating a label.