Your first task in a new project is to set up the page layout that you want. Choose Project > Page Layout to specify properties such the choice of printer, paper size and orientation. There are different layout options depending on the project mode (label or list).
With multi-page projects, it is sometimes a good idea to choose different layout settings, e.g. printer, page size, orientation, paper bin, for the different pages. You will find more information about this in the chapter Different Layout Techniques.
See also:
Defining Your Own Label Format