In the case of SMS donations via a keyword, the donors' addresses are unfortunately not given.
There is a simple way to ask your SMS donors for their addresses. We call it the "Address Enricher". This involves the SMS donors simply being sent another SMS, asking if they are willing to provide an address, in order to give them a donation receipt. From our experience, around 25% of the donors share their address.
The following video is an introduction to the Address Enricher: