batch printing labels

Hello all!  I have only just recently assumed the position of Box Office Manager for my organization and we are set to do batch printing next week for the upcoming season.  One of my employees informed me that last year the manager was able to print out mailing labels for each order that was included in the large batch printing to affix to the mailing envelopes.  I have been trying to generate a list of patrons with unprinted orders but my efforts have been fruitless.  Does anyone know how to go about this?  Many thanks in advance!