How to Print Avery Labels from Excel (2 Simple Methods) - ExcelDemy Step 02: Make Avery Labels in Word Secondly, open a blank document in Microsoft Word. and go to the tab. Following, navigate to Mailings > Start Mail Merge > Labels. Now, choose the options as shown in the image below and click OK to close the dialog box. Next, select Design > Page Borders. Immediately, a Wizard box appears, choose Borders > Grid.