Assuming that only the one address is required, mailmerge is not the thing
for this.  Use the Envelopes and Labels dialog available under the Tools
menu and after entering the address details, click on the Add to documnet
button which will cause the envelope to be added as Page 0 of the active
document (better to start with a blank one) and then you can print as many
copies of it as you want using File Print and entering 0 in the page number
to print, or if you have the selection some where in the address on the
envelope, check the current page radio button.