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