In an ideal world, shipping companies would provide you with a 4 x 6 shipping label file with the correct orientation; and appropriate quality. That would make sense because they want your label to be 4 x 6!
In reality, however, shipping companies think if you don't have a commercial solution (more on that shortly), you are a very low-volume shipper and are probably printing at home on a standard 8.5" x 11" is the most common home printer.
This means you would usually want to print the label they give you into a PDF, then use this handy trick from Adobe to print just the label.
Note: Selling channels such as PayPal, Shopify, Etsy, Amazon, and eBay can provide their labels in 4 x 6. Please see this how-to for the most popular platforms.
This is where commercial solutions come in handy. These solutions provide you with exactly the correct file for your 4 x 6 shipping label. They can also help you download orders from your selling channels, automate tedious shipping tasks, and print many labels together.
After signing up with one of these services, you enter your courier credentials (FedEx or UPS, etc.), and they will generate 4 x 6 labels using your negotiated rates via your account.
ShipStation - They offer a free 30-day trial and plans start at $9.99/month.