The "Church Directory" and "Address Labels" options are for printing. You can print out the most current church directory by using the File | Print option on your browser. But first look for the "Printer Friendly" option near the top of the page as one of the "Export" possibilities. This option will eliminate the top and left website menus so you can easily print the whole list from your browser. Remember to come back often to print a new version. It changes every week!
You can also download the address labels in a format that you could use to send mail to others. Do so by experimenting with the little icons above the address label list.