@Mondine700 This is the process that you need to follow:
With a blank document as the active document, select Labels from the Start Mail Merge dropdown in the Start Mail Merge section of the Mailings tab of the ribbon
In the Label Options dialog that will appear, select the Label vendor and the Product of the labels that you want to create
Then select use an Existing list from the Select Recipients dialog and browse to and select your data source
The Insert Merge Field dropdown will then be enabled and with the selection in the first label of the sheet (where it will be if you did not click anywhere else) select and insert the necessary merge fields in the desired configuration.
Then use the Update Labels facility to replicate that setup to the other labels on the sheet
It is a good idea at this point to save the document so that you can use it again if necessary.
To create the labels, thern access the Finish & Merge dropdown in the Finish section of the Mailings tab and select either Print Documents, or Edit Individual Documents, which will create a new document that contains all of the labels from the data source, with each page of that document being in a separate Section. To print individual pages, you need to specify the Section number using s1, s2 to identify the pages to be printed