How to Convert an Address List in Excel Into Address Labels - STEPBYSTEP 3 Open MS Word and create a blank document. Now select "Start Mail Merge" from "Mailings" tab, present at the quick access toolbar. A list will now appear in front of you. Click "Labels", and you will see a new dialog box appearing on your screen. 4 You will have to select the vendor, from the "Label Vendors" drop-down menu.