For the mailmerge basics, see:
Mail merge using an Excel spreadsheet - Microsoft Support
For PC macro installation & usage instructions, see:
Installing Macros
For Mac macro installation & usage instructions, see:
https://wordmvp.com/Mac/InstallMacro.html
Here's a superior version of the macro that avoids the copy/paste overhead and will work with any number of labels across the page:
Code:
Sub MailMergeToDoc()
Application.ScreenUpdating = False
Dim Tbl As Table, Rng As Range, c As Long
ActiveDocument.MailMerge.Execute
For Each Tbl In ActiveDocument.Tables
With Tbl
For c = .Columns.Count - 1 To 1 Step -1
.Columns.Add
Set Rng = .Columns(c).Cells(1).Range
Rng.End = Rng.End - 1
.Columns.Last.Cells(1).Range.FormattedText = Rng.FormattedText
.Columns(c).Delete
Next
End With
Next
Application.ScreenUpdating = True
End Sub