Pages isn't designed for doing labels. My guess (& it's only a guess), is that, since labels can be printed directly from Address Book, doing labels in Pages wasn't considered a priority. You could make your own, but there isn't a template. If you're planning to merge from Address Book, remember that Pages will only merge one name per page. Check http://iworkcommunity.com for user-contributed templates or templates created for Word on Avery's site. I believe it is also possible to create labels online on Avery's site.