You need to define an address type for postcode information to be included in a HESA output file:
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                                                        Select Address Types from the reference data List View.   The Address Types grid is displayed. 
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                                                        Click the Add new record button.   
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                                                        Add the home address type. Code - H, Short description - Home, Long description - Home/Permanent Address, and Active - selected.   
Refer to Address Types for further information.