Labels work identically to buttons as far as being an actionable control. The only difference is that the label doesn't look like a button when it's clicked.
#include <GUIConstantsEx.au3>
Example()
Func Example()
Local $widthCell, $msg, $iOldOpt
GUICreate("My GUI") ; will create a dialog box that when displayed is centered
GUISetHelp("notepad.exe") ; will run notepad if F1 is typed
$label = GUICtrlCreateLabel("CLICK ME", 10, 30)
GUICtrlSetBkColor(-1, 0x000000)
GUICtrlSetColor(-1, 0xffffff)
GUISetState() ; will display an empty dialog box
; Run the GUI until the dialog is closed
While 1
$msg = GUIGetMsg()
Switch $msg
Case $GUI_EVENT_CLOSE
ExitLoop
case $label
Run("notepad.exe")
EndSwitch
WEnd
$iOldOpt = Opt("GUICoordMode", $iOldOpt)
EndFunc ;==>Example