I'm using OOo v2.0 official release.
The templates seem to be scattered around the various tasks. For instance there are some templates under
File | Templates | Presentations
File | Templates | Presentation Backgrounds
File | Templates | Edit | internal
"......................................." layout
"......................................." presnt
"......................................." wizard
Then some wizards will access templates.
Then some templates are available when you click on the new document button. Click on the right side of it to see all of the available document types. Some of them such as business cards ...and labels... will allow you to select from a collection of templates. This is where I found the templates for Avery products listed by Avery product number.
So they are not just in one location as far as the OOo menus are concerned.
You can get some free templates from these sites:
http://www.worldlabel.com/Pages/openoffice-template.htm
http://ooextras.sourceforge.net/