ShipStation provides access to the print function in multiple locations to make printing labels (or any other documents) as convenient as possible.
Click the Print menu anywhere in ShipStation to select which document you wish to print for your selected orders or shipments. If an option in the drop-down menu is grey, that means the document doesn't exist for that order or shipment record.
The Orders Tab Action bar:

The Shipping Sidebar:

The Order Details screen:
The Order Details Shipments section (available after a shipment has been created for the order only):

The Shipments Tab Action bar:
The Shipment Details screen:
The Create + Print Label button combines the Create Label and Print Label action into one button. It is the most common way to print labels in ShipStation.
When you click this button, ShipStation will request the label from the selected carrier and then immediately move to the Print Label pop-up screen so you can preview the label and select your print method.
If you wish to create the label but not print immediately, click the down arrow next to the button and choose Create Label instead.

When you are ready to print the label, click the Print menu from anywhere in ShipStation and select Label.
ShipStation's print pop-up screen will appear when you choose to print any document in ShipStation and you have not set a default print method in the Print Settings.
You'll see the following options in the Print Pop-up screen:
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Browser Print
This option prints the document via your browser's print feature.
Once you click the print icon, your browser will open the browser's print dialog box, giving you all the available options to print through your browser.
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Download
This option downloads the document PDF to your browser's download location. You can then open the PDF in your preferred PDF viewer and print it from there.
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Print through ShipStation Connect
This option sends your document directly from ShipStation to the selected printer and requires ShipStation Connect to be installed and running on the printer workstation.
Smart Document Tracking
If you select with Download or Print through ShipStation Connect, ShipStation's Smart Document Tracking will show the label or packing slip as printed.
When using the browser print method, ShipStation will not update the Smart Document Tracking to indicate the label or packing slip has been printed.
Whether you print one document at a time or multiple, the process to print or download is the same.