Assuming that this is just a simple Word document
You could probably just write them in where you want them plus replicate
whatever is used in the rest of the document to end each label.
I'd turn on the ¶ button so that you can see what's going on.
Something like this is more often and elegantly done using a datasource
(such as a database) and then using mail merge to create the labels each
time that you want them. Or print the labels from the database directly.
Then, insertion and alphabetization of new names (or deletion of them) takes
care of itself when you enter or remove them from the table.