Go to website: http://www.uscis.gov/graphics/formsfee/forms/i-485.htm#eba
and read the section "Where to File:" Form I-485 filed without Form I-140
If you have already filed Form I-140, Immigrant Petition for Alien Worker, submit your employment-based Form I-485 that approved or is currently responsible for adjudicating your Form I-140 petition. (See addresses of service centers listed below.) Include a copy of your Form I-140 filing receipt and/or transfer notice, as applicable.
Also look at the lower portion of your I140 approval notice. You will see this sectence: "Untile the person for whom your are petitioning files adjustment application, or application for an immigrant visa, this approved petition will be stored in this office."
This means that if you adjust you status inside the US, you will send the application to this office.