All carriers allow you to print address labels for your packages.
Select the orders you would like to create labels for and click Print Labels. If you have DirectPrint set up the labels will be sent straight to your label printer. Otherwise you will need to print the PDF that is generated.
The L (Create Labels) box in the order list will turn green when labels have been printed so you don't double up.
HINT: Click on Completed Steps at the top of that column in the orders grid of any supplier tab. This can help you to sort all orders that still need a label printed to the top of the list, making it easier to find orders still to process.