By default, the wallet self-generates a random address at the time it attempts to connect to a chain for the first time. So before this, it does not have an address at all.
However you do have another option, of generating an address elsewhere, and then initializing the MultiChain node's wallet with this externally generated address (via its corresponding private key). For example, you can do this using a MultiChain cold node as described here:
After creating a private key + address on the cold node using createkeypairs, you can start a regular MultiChain with that private key using the initprivkey runtime parameter.