There is an explanation though you may not find it entirely
convincing. The other letter Humbert receives that day is from John
Farlow, his Ramsdale friend of sorts, the man in charge of his worldly
affairs. Humbert would have given him his present New York address, and
Lolita could have asked John if he had it. The problem is that then
Farlow would have known where Lolita is and would not have asked
Humbert to "produce" her. But probably one could think up an
explanation for that, too. There is the possibility that Lolita had
heard from Farlow years ago that Humbert was living in New York and
that she had just looked up his address in a Manhattan telephone
directory.
Dieter Zimmer, Berlin