How do I transfer spread sheet to address labels

Or, if you want to stay all Apple (for privacy or whatever), you can import your data into the Contacts app and print labels from there.

Further details:

Import contacts into Contacts on Mac - Apple Support

Print mailing labels, envelopes, and contact lists in Contacts on Mac - Apple Support

SG

You don't do it in Pages. Instead, use the online Avery Design and Print that accepts your spreadsheet and does the labels for you.