You need to designate a row as a header row in the Numbers table. Imported spreadsheets don't mark the first row as a header row. If the top row does contain the labels, hover the cursor over the row number, click the down-facing arrow that appears & choose convert to header row.
If you don't have a row with labels to convert, add a header row using the Table menu or click the icon (middle icon) in the format bar then type in the labels.
You can also import all those addresses into Address Book which the central store for such information on the Mac and can be used to merge individual VCards or multiple VCards arranged as groups.
Address Book is also the best place tom print your envelopes from, there is a great deal of control in the Print dialog box for formatting the addresses, adding your return address and even adding graphics.