If you create the labels you can keep track of them, otherwise you can use GUIGetCursorInfo() as in @ioa747 's example above or something like this:
#include <GUIConstantsEx.au3>
#include <WindowsConstants.au3>
#include <WinAPIConv.au3>
Global $hGUI = GUICreate("Mouse Click Detection", 300, 200)
GUICtrlCreateLabel('ITEM 01',Default,Default,Default,Default)
GUICtrlCreateLabel('ITEM 02',Default,40,Default,Default)
GUICtrlCreateLabel('ITEM 03',Default,80,Default,Default)
GUIRegisterMsg($WM_COMMAND, 'WM_COMMAND')
GUISetState()
While 1
$msg = GUIGetMsg()
Switch $msg
Case $GUI_EVENT_CLOSE
Exit
EndSwitch
WEnd
Func WM_COMMAND($hWnd, $iMsg, $wParam, $lParam)
#forceref $hWnd, $iMsg, $lParam
If _WinAPI_HiWord($wParam) = 0 Then ; STN_CLICKED
ConsoleWrite(GUICtrlRead(_WinAPI_LoWord($wParam)) & @CRLF)
EndIf
EndFunc