"I cannot change the business address as you instructed"

For foreign addresses, you need to call Intuit Support to have them make the input on the back-end.

"I am in process of getting PTIN and e-filing right now"

I suppose you're either a US citizen or green card holder.  If not, you will not be eligible for an EFIN unless you are part of a business-related group and your "partner", who is an ERO, would sponsor your firm for one.

Even if you have an EFIN, Intuit still can't get you set up for e-filing because their system is not able to cater to EFIN associated with foreign address (well, at least for Lacerte and PTO).  They are in the process of fixing this (at long last - at least for Lacerte and PTO) and should have this up and running on time for the coming filing season.

"May I have an instruction to update my license so that I can prepare taxes for expats in Korea?"

You'd update this under Tools > Options > Firm/Preparer Info.

"want to acquainted with the software before I am fully set up"

Probably a good idea.  ProSeries is not programmed well for preparation of international returns - not that you can't do that but you need to be prepared to do a bit of offline manual calculation and it lacks certain forms related to international returns.