Historical research can be tricky, but there are a few things you can do to help find what you're looking for.
If you can't find your addresss...
Your address might not exist! Not all addresses in Chicago existed before 1909, some may have been mis-recorded, and some just frustratingly seem like they don't exist.
How are you entering the address? Some old addresses are listed with the direction attatched to them, i.e. 18w. If it is, try searching for the number 18w w Streetname.
The street name might have changed. Streets have been renamed for various reasons throughout the years, so you might be looking for one that doesn't exist anymore. (Fun fact: there was once a Fake Street in Chicago, but it was renamed after residents complained no one believed that they lived on Fake Street!)
Is it misspelled? It's not uncommon to find multiple ways to spell things, especially when you go back 100+ years. Check for multiple spellings of the same place.
Check for variations. If you're looking for the old address of, say, 800 W Belmont, look for 800 Belmont, 800 Wear Belmont, etc.