First, log in to your Studio, and then navigate to Structure > Settings > Location Settings. From here, we are going to set the 'text value' of your address, as well as the actual map coordinates of your address. Both will be used by the "Location" block to identify your church to potential visitors.

You can set your church address with the Address Line 1 and 2 values: these can be anything: they're not processed by a computer, so you can use the most human-readable version of your church address. This will show up on the Location block, as well as in the footer of some themes (As of Gospel.io 1.2, only Acacia).
The 'Location' field is where you set the machine-readable coordinates of your church location. This will show up in the Location block added to your homepage and secondary pages. Click 'Edit' if you already have a location set and need to change it, or 'Set Location' if you are doing this for the first time.

You should see a map pop up. In the upper right of the map is an address search bar. Repeat your church's address in a format that's readable by Google, and then click the result that pops up in the 'powered by Google' dropdown. Once you click on the address, you should see a red pin appear on the map:

Click the X in the upper right of the popup to return to the Location Settings page. From here, you can edit a few other settings:
Google Maps Link: If you wish to link directly to your Google Maps result page (or some other location service like Yelp or MapQuest), you can do so here. This will show up as the 'Get Directions' link in your Location Block.
Meeting Times: These show up on your Location block, and can be any value that makes sense for your church. Some themes will also display this information in the footer or pre-footer (As of Gospel.io 1.4, only Acacia does this).
Click 'Publish' when you are done, and you should see the changes reflected on your website within 15 minutes!