Shipping Label

Just sold an item and I'm not familiar with shipping through Audiogon.  The buyer paid for shipping and there is a link to "purchase label" with my credit card attached. What happens when I click this link? Is a label automatically created for me and all I do is print it out or does the link take me to the UPS site for fill out all the info.  Also, is this the preferred way to do shipping, through Audiogon or thru UPS, Fedex directly? Thanks