To add labels to your users, you must create one first. You can create new labels from the "Manage labels" pop-up, which you can access behind the three dots next to your users.
How to create a new label:
Navigate to "Connections" in the settings.
Click the three dots on the right side of the screen and select "manage labels."
3. Click "Create a new label."
4. Give your label a name and choose the colour
5. Click "Create"
6. Add that label to the users you want
You can filter your users based on your labels.
Note: Labels are only visible to admins and available in settings