I am looking to completely block a particular email address. I either want to bounce it back automatically or delete it. I do not want to see it come through at all. I cannot find where SpamSieve allow me to do this?
Bouncing is not a good idea. When you train a message as spam, SpamSieve automatically adds the sender address to its blocklist so that future messages from that address will be classified as spam. If you want blocklisted messages to go to the trash instead of the Spam mailbox, please see this page.
Can I train it to delete specific addresses?
As I said, this happens automatically when you train it with messages. You can also manually add addresses to the blocklist.