The information below should give an idea of how Luxembourg addesses are formatted:
from: http://www.bitboost.com/ref/international-address-formats.html

Luxembourg
Format Information
Luxembourg address format seems mostly similar to France's format, except that:
The postal code is a four-digit number.
Of course, the letter that you can optionally write before the postal code is L- for Luxembourg (not F- for France.)
for example, L-1316.
A possible source of confusion is that Luxembourg is the name of both the country and its capital city, so you could write an address such as:
M. Andrée TROMMER [(M. = Monsieur) recipient name]
BP 5019 [P.O. Box + number]
L-1050 Luxembourg [(optional country code L-) + postal code + city/locality]
LUXEMBOURG [country name]

Format Examples
from the Universal Postal Union:
M. Jacques Muller [(M. = Monsieur) recipient name]
71, route de Longwy [street address (house number + street name)]
L-4750 PETANGE [(optional country code L-) + postal code + city/locality]
GRAND DUCHY OF LUXEMBOURG [country name]

The l'Annuaire/P&T telephone/address/internet directory of Luxembourg
is a source of addresses.