Geocoding is an activity where you take a list of addresses and generate lat/lon points for them. This kind of spatial functionality is provided by proprietary packages such as the ESRI suite of tools, as well as services such as those provided by GDT. MapServer is for map rendering, and it does not provide for advanced spatial operations such as this.
If you are using MapScript, there is a free geocder available through XMLRPC and SOAP at http://geocoder.us . You could hook you application up to use this service to provide lat/lon pairs for addresses, and then use MapServer to display those points.