By default the address fields are not available on the Event Registration form, they are made available when you enter the Event Attendees and move on to My contact details. However if you want to add these field in the first stage of Event registration you can do so.
To override this you need to go to Setup > Object > Payment Txn
Click on the Field Sets > and you can look for eventPrimaryContactRegistration1-10
You can edit any one of these field set and add the required fields as shown in the image below
Now we set this Field set layout on the payment form. For this go to your events payment form and scroll down to Events section and update the Event FieldSet layout to the one you updated in previous step, Eg we updated eventPrimaryContactRegistration10 so will update this field to 10
Now these field will be available on the payment form builder to be added on your page.
Navigate to the Event Payment Form and go to Payment Form Builder, then select Event Registration and edit. Now drag and drop the fields you want on the payment form and arrange the order as shown in the image below
Once the fields are added click save (make sure you make the changes on both YOUR WEBSITE and on SALESFORCE)
Now when you load the Event payment form and you should be able to see the fields!