Since the labels are set up as a table, you can rotate the text (Format |
Text Direction), but this makes them a bit difficult to work with onscreen.
In order to do this, you'll have to click New Document to get a sheet of
labels, which you can then treat as you would any other document containing
a table (be sure to use Table | Show Gridlines so you can see the label
boundaries).
If you'll be using this label layout often, it would be worth your while to
create a custom label definition for the labels in landscape orientation.
After selecting the correct label, click on New Label... Change the page
size to (I'm assuming) Letter landscape, and then swap the top and side
margins, the height and width, the vertical pitch and horizontal pitch, and
the number across and down. Give your new label a name and save it. You'll
find it in the Other/Custom list in the Label Options dialog when you want
to use it again.
You could manually create a template for the labels by modifying the
document you create with New Document, but it's usually easier and safer to
let Word do the heavy lifting for you.