Start with either the Streetmap data that comes with ArcGIS, or use add the streetmap data from arcGIS online for your metropolitan base. Second step is to geocode your address locations, which means deriving an x,y coordinate from the address. There are many many services to perform this, and the best solution depends on the number of locations you have. ArcGIS provides a geocoding service, as does google, for starters.
Regards,
Jim
