Video: Mail merge. To show how mail merge works, let's start with an email message. You start with a main document, attach a list of recipient information, and add mail merge fields. Then Word automatically fills in the fields with recipient information and generates all the individual documents.o show how mail merge works, let's start with an email message. You start with a main document, attach a list of recipient information, and add mail merge fields. Then Word automatically fills in the fields with recipient information and generates all the individual documents.