He can do it from the White House or from wherever.
He doesn’t need an invitation.
Article 2 section 3 requires the President to make the address.
He's got Trump International Hotel. Wouldn't that frost the libs nuggets? Invite all the families that have lost loved ones to illegal aliens, and introduce each, and every one of them. Invite border agents, police officers (Officer Singh's and Officer Corona's families, and others), and of course our military heroes.
A reporter on Fox read some Article from the Constitution, that only says he must provide information “from time to time”. It didn’t say how, when, or where.
IIRC, from Washington to Jefferson, it was a speech and Jefferson ended that and submitted it writing. From Jefferson to Wilson it was in writing and Wilson began speeches again.
Carter and Reagan gave SOTU in writing (Reagan because of Challenger issue).
So Trump can do it how, when or where he wants to.
How about the Senate Chambers ....