When you open a file with the name address.csv, you are telling the open() function that your file is in the current working directory. This is called a relative path.
To give you an idea of what that means, add this to your code:
import os
cwd = os.getcwd() # Get the current working directory (cwd)
files = os.listdir(cwd) # Get all the files in that directory
print("Files in %r: %s" % (cwd, files))
That will print the current working directory along with all the files in it.
Another way to tell the open() function where your file is located is by using an absolute path, e.g.:
f = open("/Users/foo/address.csv")