Pages

Where in Pages does one format Avery type labels?

It would probably be a lot quicker and easier to do this in Contacts (aka Address Book).

Just make a group of the addresses you wish to send to, select print, change to labels and you'll see the rest of it all right there, perfect Avery labels every time.

If you need to do this sort of thing more than once or twice a year, belightsoft.com makes a terrific and more powerful label program called Labels & Addresses. Well worth the money.

The easiest way is to go to the Avery site and search for the product number
Blank Templates | Business Card Templates & Label Templates | Avery
Then download the proper template. You can still import Word documents into Pages.
Of course you have to now sign up to get the templates - but such is the way of the internet.

Avery has excellent templates for Word, Pages, and at one time Wordperfect. I do our labels using the Avery template and Word 2011. No need to buy separate software.