The command for this will be an "Automation" command that is written with the "VBS" remote control command.
To address the label on a channel (call it Cx): VBS 'app.Acquisition.Cx.LabelsText = "put your text here"'
Notice the single quotes around the "Automation" command. The VBS command is a remote command (written as a string to the device) and the Automation commands are Visual Basic objects. The VBS command tells the scope to interpret everything between the single quotes as if it was being addressed directly from a VBS script.
You will also want to turn on the labels: VBS 'app.Acquisition.Cx.ViewLabels = True'
The value can be: True, False, or -1(true),0(false).