The System.Windows.Forms.Label class and the System.Windows.Controls.Label class are completely equivalent, one representing a text label in a WinForms app and the other representing a text label in a WPF app. That's all there is to it.
Ok, now I can identify clearly my doubt, which is: What's the difference between WinForms app and WPF app? I couldn't find a satisfactory explanation (at least for a beginner like me).