'I believe they address themselves ' - only if this function is enabled.
If its enabled then all you have to do is connect a new device and power down and up the Asi master, it will auto address.
If you have a number of items (like staring from scratch) you would connect each device one at a time and power cycle, starting from the lowest address first.
If it is not set for auto address then you have to have the Asi addressing tool, costs about £250 if I remember correct from companies like endress and hauser etc.
I haven't set one up for some time, so cannot remember how to enable/disable auto addressing, I think its a setting in the master, maybe even a dil switch, depending on what make you have.