Here is a step-by-step guide of how to apply labels to your claims:
Click the claim you want to apply labels to.
Click the cog icon in the labels section within the Claim Inspector.
Click the labels that you want to apply to your claim.
To remove a label just click the one you want to take away. You will see that the label does not show besides the claimant name anymore.
The labels applied/removed will auto save. Just click elsewhere on the screen to close the label options when you are done.