I believe the drawing must be "checked out" to apply a label (or do anything else). If the Admin of the project has not set permissions so you can check it out, then you can't alter it. There will probably be a "padlock" icon next to the drawing name in the tab at the top when you open it. If you click on that lock and don't see a "checkout" option, you can't alter the file. You would have to download a copy - but then that won't be part of the Studio Project.