Hi there. A lot will depend on what printer drivers you have installed. Drivers from seagull work well and are written specifically for zebra printers. Here is a link to the drivers for your printer.
Zebra GK420d - EPL Printer Drivers | BarTender by Seagull Scientific
If you already have these (or after installing them) set up a dummy sheet in excel (I assume since you asked the question in excel forum thats what you want to use) and then set all margins to 0 (maybe a couple of mm on the left).
I would also suggest you have a look at using the free designer software from Zebra, ZDesigner. Its pretty good at many things, a bit basic in others (if you are wanting variable data from excel then this won't be for you).