You should send the CIC an email with the change of address so they would have it, but I wouldn't be calling them about it, just send them an email or have the sponsor change it themselves in the ECAS system. Your COPR letter will have the address that you intend to live at written on it. However, when you land, they will ask you which address you want your PR card sent to. If it is the address on the COPR letter, great! If not, no biggie, just tell them the new address. I do not know how far along you are in the process but it really doesn't matter. I wouldn't be worried, people move. As long as they have a valid phone number and address and email to contact you with. I changed addresses 3x during my wife's process and so did she (1 in the Philippines and two in Canada. We even changed provinces from what we had originally had written on the original form. They contacted us via email for most the processes (SA & PPR) and via telephone to tell her that her COPR was ready to send and asked which address to send it to.
As awesome as the people on this forum are and the great information that is on here, I know it is easy to over-think things and get overly-worried with some of the responses that we read on this forum (as we did ourselves sometimes during the process). We second guessed a lot of the things we did but in the end, It all worked out. A whole lot of worry that was for nothing.