That is normal.
Those buttons are not available until you have selected a data source for
your merge, which you would normally do using the Select Recipients button
in the Start Mailmerge group. (Unless your data source is an Outlook
Contacts list, in which case you will probably be better off starting in
Outlook, selecting some contacts, then use Outlook->Tools->Mail Merge... to
create the mail merge main document. /Then/ lay out your document).