Can you use the Avery template for return address labels on my MacBook Pro?

If the addresses for which you need labels are in Apple's Contacts, You can make labels directly from that app:

Print mailing labels, envelopes, and contact lists in Contacts on Mac - Apple Support

When you open Contact's print dialog box, labeling is available by selecting from the "Style" options, including preset for the various different Avery labels:

You can use templates in Word or Pages, but I find using the free Avery Design & Print much easier and more flexible. https://www.avery.com/software/design-and-print/