On one screen
Open the screen, go to Settings, and use the Labels field.
On one playlist
Open the playlist, go to its Screens tab, and choose Select screens.
On many screens at once
From the screens list, choose Edit, tick the screens you want, then Labels. Apply or remove across all of them in one go, and Finish when done.
This is the one to use for anything beyond a couple of screens. Labelling ten screens individually is ten trips through a settings page.
Creating one
There is no separate create step. Type a name that does not exist yet in the dialog and it is created and applied together.
That is deliberate, and it has a consequence: a typo becomes a label. warehosue will be created as happily as warehouse, and a playlist targeting the correct spelling then reaches nothing. If a label seems to have stopped working, read it character by character before anything else.
The three tabs
Custom is the default and holds your own labels.
Screen holds the automatic per-screen labels, for targeting one specific display.
System holds the built-in ones, currently All Screens.
Applying across a mixed selection
Select several screens where some already carry a label and some do not, and the label shows as partially applied. Acting on it applies it to all of them, so you can bring a mixed selection into line in one action rather than working out which is which.
Removing one
Take it off a screen from that screen’s Settings, or off several from the screens list in edit mode. Remove it from a playlist from the playlist’s Screens tab.
Removing a label from a screen does not delete the label, and does not affect any other screen carrying it.