You add the choices for a label on an object of that type, not only in the type overview.

1. Open an object of that type. If none exists yet, create one with New.
2. Click the label property in the property list.
3. Look at what appears.

If the list is empty, click the settings cog to create the labels you need (for example A and B). Then go back to the object and pick a value.

You can also manage the full label set from object type settings.

If you still cannot see the property on the object at all, check whether properties are hidden: Can I edit properties on the object page?.

See also: Properties and Why can't I edit a label directly?.