How to create sub label hyperlink

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 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.