These steps are for CoolFocus 5.
Go to Give → All Donors and click Filter.
Choose Last Gift Date, then After..., and pick the first day of your window. For the last 10 years from today, that's October 20, 2016. Everyone whose latest gift is after that date gave at least once in your window. To have the window move forward on its own, choose Less than... instead and type a number of days (1095 for three years).
Click + to add a filter. Choose No Solicitation, then No / Unchecked.
Add Deceased, then No / Unchecked.
To keep only donors with a mailing address, add Address Line 1, then Is not empty (not blank).
Click Save as segment, name it, and click Save Segment.
Then choose one:
Labels: click Print, then Envelopes & Labels. Choose a Format (for example Avery 5160) and click Generate PDF.
Spreadsheet: Actions → Export to Excel.
Word mail merge: Actions → Export for Word Mail Merge.
To see who's marked, click Columns and add No Solicitation.
About OK to Mail: this box is there too, but it was never filled in on most older records. Filtering on OK to Mail can drop most of your list, so use No Solicitation to leave people out instead.
Gift count
The Donors list can't show how many gifts each donor made. The closest options:
To keep only donors with a certain number of gifts, use a Count of contributions... filter. See Find your monthly donors.
To see each donor's count, open Reports → Gifts → Multiple Gift Range by Date. It lists each donor's Total given and Nbr. gifts for the dates you choose, with Export CSV. It's a report, so you can't save it as a segment or print labels from it.
CoolFocus 3's Gift Totals by Donor is Donor Giving Detail in Reports → Gifts.
Life-To-Date Total, Year-To-Date Total, and Last Gift Amount can be added from Columns.