I don't know for certain if this is actually part of the Address Field module. But documentation page (http://drupal.org/node/1267288) states " There are current issues to fix the address formatting and validation for several countries. Please test for your country."
However (at least for the Netherlands) no validation seems to be done on the postal code. Dutch postal codes are alway 4 numbers followed by 2 letters. User can however input whatever they like. It doesn't look like there is any validation done at all.
Is this how the module is supposed to work?
And if so, does anybody know of a (n alternate) way to achieve this?