Yes, you can ship the item to an address in a location where the seller ships to. You might run into sellers who have set their Buyer Requirements to block buyers whose Primary Shipping Address is in a location where the item isn't set up to ship to, but you can set your PSA to the address you are going to use. You might want to give the seller a heads up that you will not be asking him/her to ship outside his/her shipping zone, as most will only see your country of registration and cancel a bid or the transaction or not accept the offer because of that (some will still do so and block you though).
Be aware that once the item is shipped on to you by your friend you have lost your protections under the Money Back Guarantee, so you should have him/her inspect the item to see if it is as described so you can seek a refund under the MBG if it's not, returning it from the shipping address (at seller's expense).
ETA: If you will be bidding or making an offer and you are required to pre-authorize payment for the item, be sure the shipping address on the confirmation screen is the one you will be using since there is no changing it after you submit the bid/offer.
