How to Create Mailing Labels in Excel (with Easy Steps) Table of Contents hide. Download Practice Workbook. 7 Steps to Create Mailing Labels in Excel. Step 01: Prepare Address List. Step 02: Set up Mail Merge Document in Word to Create Labels in Excel. Step 03: Create Interlink Between Worksheet with Label to Create Labels in Excel. Step 04: Add Recipients for Mail Merge to Create Labels in Excel.