A family of Microsoft word processing software products for creating web, email, and print documents.
Hi Innes,
It definitely should use all of the addresses. Are you completing the merge or printing from the screen? When you complete the merge, you have an option to merge to printer or to a new document - choose new document. This is usually better so you can check the output before printing.
Basic Steps: https://support.office.com/article/Mail-merge-u...
Specific to labels: https://support.office.com/article/print-labels...