Do you mean that you have, for example,
page 1 with 6 labels with text "A"
page 2 with 6 labels with text "B"
page 3 with 6 labels with text "C"
and nothing else?
If so, create the mail merge main document label layout in the usual way,
and set up whatever fields you need in label one, then eithe copy the
contents of label 1 to the other labels, or use propagate labels, then
remove the <<Next record>> fields ({ NEXT } fields) from all the labels.
If not, can you tell us more precisely what the label layout is and what you
want on each page?
Peter Jamieson