Once you've configured PostgreSQL to allow connections from the Windows machine and installed the drivers as Gilbert said, you could test the connection through Excel. Open a new workspace and select Data -> Get External Data-> New Database Query -> <New Data Source>. Give your connection a name ("PostgreSQL on MyMachine") and select the PostgreSQL driver. Enter the database name, machine name, and your username and password.
That's it! The Query Wizard will step you through creating a query and the data will be slurped into the Excel Worksheet.
You could probably even record this as a macro and use the resulting VBA code as a starting point for your Mail Merge.
