Once you have approved an order, there is still a chance to edit or cancel the order, but only before it is taken into production. You can cancel the order via "Orders" in Shopify or via the app.
In the app:
To change the shipping address in the order details you need to go via the "Orders" option in Shopify, not via the SPOD app.
The same goes for when you want to add or remove items in the order, for which you need to click on "Edit" in the order details. This will lead you to a separate page where you can make the necessary changes:
Once an order moves to "In production" there is no longer an option to edit the details of the order or cancel it. SPOD will not refund orders that need to have details changed, or be canceled.