First of all you need prefabricated label sheets designed for computer
printing, if you don't already have them. Once you know what label stock
you'll be printing to you can then select that label in the Mailings>
Labels - Options dialog, then click the New Document button to create a
label document. Save it with what ever name you wish & type your content
into the table cells that represent the labels.
For more detailed instructions go to Word Help, type labels into the Search
field & when you press Enter the first topic should be "Create & Print a
sheet of different labels" which should provide all the info you need.