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Can you please give us a bit more details in regards to what you would like to accomplish?
I presume that you would like to add a hyperlink within a sub-label?
If that is true, then you should be able to do it by adding a link in HTML format like so:
You can check <a target="_blank" href="link to some website">this link</a> for more.
The key points being HTML element for link (bold) and the actual link that you wish to use (underlined). In this case, the text "this link" is a keyword.
The above looks like this when added:
You can check this link for more.
If that is not what you meant, please do let us know.