Several Avery labels are 5 per sheet, 9-3/4x 1-1/4 inches.
You can design these using the 22845 template in Avery Design & Print Online.
You can also use a template built into Microsoft Word or download an Avery 22845 template for Word, Photoshop, Illustrator, InDesign or Pages.
Here's some information on recommended printer settings.
If you want more information about a specific Avery label, search for the product number on avery.com.