The trick to printing an envelope is knowing which way to feed the envelope into your printer. Word gets information from your printer and shows you the right feed option.
Go to Mailings > Envelopes, and enter delivery and return addresses.
Place the blank envelope in the printer tray, according to the diagram in the Feed box.
Tip: If the delivery address is especially long, or your envelope is a different size, select Options before you hit Print, and make your choices. Adjusting the amount From left gives you more room for the delivery address.