In Word 2007/2010, look on the Start Mail Merge menu.
You can change the Document type or show the Mail merge wizard pane in Word. It's on Tools, Envelopes and Letters menu in older versions. You can use change the document type from here and step forward or backward as needed. To show the mail merge wizard, click Start Mail merge and choose Step by Step Mail Merge Wizard (Outlook 2007/2010) to use the wizard pane. Click the Update Labels button to copy the fields to all labels.Preview the results before clicking Finish & Merge. When merging to a letter or email, type your letter, adding the merge fields where desired. Ok your way out of the dialog to send the merge to Word.Click on Only Selected contacts (top left).
