You really should do this using data>filter>autofilter>non blanks>copy>paste
Here is a recorded macro and then a cleaned up version without selections

Sub Macro4()
'
' Macro4 Macro
' Macro recorded 7/31/2008 by Donald B. Guillett
'

'
   Range("C1:C11").Select
   Selection.AutoFilter
   Selection.AutoFilter Field:=1, Criteria1:="<>"
   Columns("C:C").Select
   Selection.Copy
   Sheets("Sheet2").Select
   Range("B1").Select
   ActiveSheet.Paste
End Sub

Sub copynonblanks()
lr = Cells(Rows.Count, "c").End(xlUp).Row
Range("C1:C" & lr).AutoFilter Field:=1, Criteria1:="<>"
Columns("C").Copy Sheets("Sheet2").Range("B1")
Range("C1:C" & lr).AutoFilter
End Sub

The reason that your code objects to the sheet selection is that the correct
syntax is Sheets("Sheet2").select but as Don says you don't have to select
at all.

My reading of your request is slightly different in that I think that you
want to copy each entry in Column C to E3:F4 of sheet 2 and then print that
sheet. then copy the next value from Column C.  If so then try:

Sub CommandButton1_Click()
   Dim EndData As Long
   Dim Labels As Range
   Sheets("Sheet2").Select
   Set Labels =
Sheets("Sheet1").Range("C:C").SpecialCells(xlCellTypeConstants, 23)
   For Each cell In Labels
      cell.Copy Destination:=Sheets("Sheet2").Range("E3:F4")
       ActiveSheet.PrintOut
  Next cell
End Sub