I similarly have multiple woes when using the mail-merge feature in Word to
try to print mailing labels. When trying to read a nonstandard Contacts
folder I get a Microsoft Access database error. Then I export the contacts
to a new Access database, which gets the data there, but when I merge I get
one label per page (!) or else blank labels.
The labels don't immediately appear. You need to click on the Addressblock
button to check or change the format, then on Update Labels. Then do a
Preview and if all OK print.