First, I have to point out a mistake:
it's: a contraction of it is. (Sometimes also a contraction for it has, but you should consider that kind of usage to be informal and not quite proper.)
its: possessive form of it.
You need its, not it's.
Since the subject of the sentence is "We", the second form is more appropriate. You should separate the company name using commas:
We, x Company, have our office in (the address of the office)…
You could also refer to your own company in the third person:
x Company has its office in (the address of the office)…
If the address is the name of a building, then use in. If naming a specific floor, use on. Otherwise, use at. (The typical prepositions are: in a building; on a floor, at an address.)
Our office is in the Empire State Building, 350 5th Ave., New York.
Our office is on the 55th floor of the Empire State Building, 350 5th Ave., New York.
Our office is at 350 5th Ave., Suite 5500, New York.
If that is confusing, you could always just say
Our address is: Company x, 123 Fake St., Anywhere.
As a side note: British English prefers to treat a company as plural, while American English treats a company as a singular entity.
@Invoker Is that true? I frequently hear that it is American English that is widely spoken in Sweden, mostly affected by TV. – Blaszard – 2016-04-13T12:42:55.107
Since the OP resides in Sweden, Br English being majorly followed there, I would recommend the expression to be limited to "X Company have its office in (address)". A company being a group of individuals. – Invoker – 2014-05-18T17:18:21.470