How to Mail Merge Address Labels Using Excel and Word: 14 Steps - wikiHow Save the file. Remember the location and name of the file. Close Excel. 3. Open Word and go to "Tools/Letters" and "Mailings/Mail Merge". If the Task Pane is not open on the right side of the screen, go to View/Task Pane and click on it. The Task Pane should appear. 4. Fill the Labels radio button In the Task Pane.