At the moment, you can give a Container a label, or you can label the ends of a link.
To Label A Link
Click the link to highlight it, and bring up the context menu.
The label button is a circle, with the corner flapped over (like a sticker). Click this and give your label some text:
When you click OK, the diagram will be resized and now contain your label, like so:
Labelling A Container
The same circle icon can add or edit a container label:
The label is placed at the bottom of the container like this: