How to Build & Print Your Mailing List by Using Microsoft ... Jul 20, 2011 · Step 2: Type the names of your data labels in the first row (e.g. First Name, Last Name, Address 1, Address 2, City, State, and Zipcode):. Step 3: Type or paste in your customer or lead list directly into Excel. Step 4: Save your mailing list. Step 5: Open a MS Word document. Step 6:Go to the Mailings Menu > Start Mail Merge >Step by Step Mail ...