Word mail merge doesn't show label guidelines/outlines

Ok, I've figured it out.

Even though the outlines of the labels aren't displayed, the guidelines/grid of the labels are still on the page in a table. Click anywhere in the table, then click on 'Table Tools/ Table Design' on the ribbon at the top, click on 'Borders' icon drop down box and choose 'View Gridlines'.

Now the outline of each label on the page can be seen.