How do I set a label to show margins on screen?

Microsoft Office Word Docmanagement

For years when I printed a label I could chose 'New Document' and the 
layout/margins for the label chosen could be viewed on the screen. I did not 
realize how helpful that was until that view disappeared. I have tried in 
vain to research what changed! Can anybody help me? (The borders/shading in 
the table menu is not helpful, because it is not only on screen but also 
What version of Word are you using?  I'm still using 2003, and that option is 
found under Tables - Show Gridlines.  

I hope this helps.