Not sure about the question. Label do not have input so label itself can't not be made mandatory. If the question is to just put a red asterisk to the front of the label, just follow Akif's advice. Making the first checkbox field under the label mandatory will put the red asterisk on the label and make at least one checkbox selection mandatory (not necessary just the first checkbox).
For example, I've defined 3 checkboxes underneath a label.
Created a UI Policy to set the first check box mandatory.
This will result in putting a red asterisk next to the label and make at least on select mandatory.
When at least one checkbox is checked, the asterisk becomes black to indicate the mandatory condition has been satisfied (note that it does not have to be the check box set mandatory by the UI Policy).
you can try to make one of the checkbox as "selection required"
Screenshot below
Regards
Ankur
