If you have created the labels with a mail merge, Word will have inserted
not just page breaks but section breaks. If you're trying to delete a few
labels on one page and then get the rest to flow up, you might try putting
the insertion point in the section following the short page and changing the
section start from "New page" to Continuous (Layout tab of Page Setup), but
you'll have to do this for every subsequent section as well.

If you're really dealing with just page breaks, you'll find these easier to
see and delete in Normal view.

--
Suzanne S. Barnhill
Microsoft MVP (Word)