We use "to which" so that we can avoid ending a sentence with the preposition "to." So instead of saying, "Which office should I send this to?" we can say, "To which office should I send this?"

Maybe some examples can help you clarify this doubt: 1. To which address should I send the invoice? = Where should I send the invoice? 2. I don't know yet to which department I will assign this task, but I will think about it during the weekend.