If you perform a find in FileMaker you get a "found set" of records. You can then print all those records from a layout in your database if you specify the "records being browsed" option in the print dialog. So if you perform a find for the records for which you want to print labels, you can then print just those addresses on your label stock.
A simple way for that is to add your check box field and click the check box for each address that you want to print.
Then you enter find mode (click the find button in the status tool bar). Click the check box. Then perform the find (click the Perform Find button).
The resulting found set can then be printed to print labels for just the selected set of records.
Please note that this method is not ideal if you are hosting the database over a network and more than one user might want to print different groups of address labels at the same time.