Upvote:1
The address for submitting your visa application is listed in the UK Government's web site for how to apply for a UK visa from the USA.
This address changes over time. At the time of writing, it was:
VFS Services USA Inc.
UKVI Scanning Hub
80 Broad Street
Floor 6
New York, 10004
And yes, you currently can and should purchase your own shipping labels. You can go to a UPS Store or buy them online from UPS if you have a label printer. Keep in mind that you can only use air services (2nd day or next day air) for the return service back to your address.