Labels are just tables, and unless it's a type of label with space between
the rows of labels, you can just keep on pressing the tab key to add more
rows of labels to the document.
If there is a space between the rows of labels, use the Table menu to select
and copy the table, move to the end of the document and insert a new page
and then paste the table into the new page.

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Hope this helps,
Doug Robbins - Word MVP