Which version of Word?
How far have you got?
What are you finding difficult to do or understand?
What type of stationery are the indicia (Labels?) printed on? If there is
more than one per sheet of paper, you should consider creating a label merge
and using a custom label layout. I can imagine that in that case it may be
difficult to lay out both the address and return address correctly, but let
us know if that is the problem. If there is one per sheet of paper, you may
be able to start with an Envelope merge as it probably has the
address/return address areas that you need. You woould typically need to
move these texts, change your "envelope" size, and perhaps specify a
different paper source.