If you'd like to add a Label to a specific reference, you can do so in the Review Screen while reviewing. Clicking in the "Add Labels here" field will display a dropdown of Labels that are readily available for you to add (can be pre-set by the Project Administrator).
If your Project's permissions allow for it, you can also add a custom Label here by typing it in and pressing the Enter key to add it. After doing so, the custom Label you added will become visible and available for other reviewers in your Project to use as well.
Another option is to search for the reference by it's RefID in the top menu search bar. Clicking on the reference will take you to a Datarama report of just that reference, where you can apply a Label by clicking the "Add Tags/Labels to References" button at the bottom of the screen.