1. a printer will print anything within its printing margins. the data sent to the printer is sent from the computer. what you see on the screen (such as in word) should be what you get.
2. what emerald said. if instead of desktop you meant why did your word document flip to landscape when it printed: if your document is in landscape it will default to printing in landscape. if your document is in portrait it will default to printing in portrait.
3. Under the templates area in word there is a link to get more templates online. there are quite a few available free. if you bought labels from a certain provider (such as avery) then they have their own templates for you to use. if you are trying to create something custom and it is not listed on microsofts site then you could try searching google for "address label word template" and you might get lucky. keep in mind that depending on the website you may or may not trust the files. if in the end you find absolutely nothing available then as emerald said you can create your own templates.