It's great to see you in the Community, @pamelashook3.
In QuickBooks Online, there's no option to directly print mailing labels. As a workaround for printing mailing labels in QBO, you can create a mail merge template using the MS word feature.
You can check the link of the outlined instructions on Step 3 of this article: How to create a mailing list using the Contact List report.
Let me know if you have any follow-up questions by adding a comment. I'm here and ready to help. Take care!