I thought I should send it to the address on the I-140 . However, I was confused by Nebraska Service Center's instructions. It says:
Mailing Your Application/Petition to Us:
Each sent to the Nebraska Service Center has a different P.O. box number and zip-code identifier.
All application packages should be sent to:
USCIS National Records Center
FOIA
PO Box 648010
Lee's Summit, MO 64064-8010
Please use the correct P.O. Boxes and Zip Codes listed here to mail your application/petition.