How should I set up the file if I can’t find a downloadable template?

In case you can't find a downloadable template, you need to create a new document with the trim size set to the exact size of the envelope (no bleed). For example, if you want to print a 9.5" x 6.5" envelope, your document needs to be exactly 9.5" x 6.5". The inside margins should be at least 0.5", which means your design elements should be at least  0.5" away from the edge of the document.