MySQL foreach loop

From what I can gather, the following should suffice, so long as the fields are what you have provided.

INSERT INTO Address (email)
  SELECT User.email
    FROM User JOIN person ON User.id_person = person.id
   WHERE person.id_address IS NULL
;

EDIT (with Cursor)

This should be pretty simple with a cursor, however I highly advise you familiarize yourself with these and the implications.

DROP PROCEDURE IF EXISTS _tmp_update_address;
DELIMITER $$
CREATE PROCEDURE _tmp_update_address()
BEGIN
   DECLARE cursor_List_isdone BOOLEAN DEFAULT FALSE;
   DECLARE cur_userId, cur_personId INT;
   DECLARE cur_email VARCHAR(250) DEFAULT '';

   DECLARE cursor_List CURSOR FOR 
      SELECT User.id, person.id_address, User.email
      FROM User JOIN person ON User.id_person = person.id
      WHERE person.id_address IS NULL
    ;

   DECLARE CONTINUE HANDLER FOR NOT FOUND SET cursor_List_isdone = TRUE;

   OPEN cursor_List;

   loop_List: LOOP
      FETCH cursor_List INTO cur_userId, cur_personId, cur_email;
      IF cursor_List_isdone THEN
         LEAVE loop_List;
      END IF;

      INSERT INTO Address (email) VALUES (cur_email);
      UPDATE person SET person.id_address = LAST_INSERT_ID()
         WHERE person.id = cur_personId;

   END LOOP loop_List;

   CLOSE cursor_List;
END

$$