This can be done by selecting the DDI - or a range of DDI's - in question on the 'Numbers' tab then pressing the 'Emergency address' button, or right-clicking on a selected DDI or range of DDI's and select 'Edit Emergency Address'.

The 'Emergency Address Link' dialog will be shown: select the appropriate address then press 'Save'.

If the address you require is not present and you need to add a new emergency address please refer to How Do I Add An Emergency Address?