There is no menu selection for insert, no menu selections at all.
Go to Envelope - LibreOffice Help for directions on how to do this. It worked for me Writer5.4.
In Word, I found it easier to create templates for various sized envelopes, both blank and preaddressed. I’m still able to use those templates in Writer.
Been to that site, there is no menu selection for insert anywhere on the page.
What version are you using? I’ve had 5.3 and 5.4 and both have an Insert “button” at the very top of the window between View and Format. After clicking on Insert, Envelope is at the second choice from the bottom.
If you still can’t find it, try making templates for the size envelopes you need.