You can add emojis to GitHub labels a couple of different ways.
If you want Emoji only labels or special GitHub emojis, you can use the emoji shortcodes when creating the label. Checkout this article for supported emoji shortcodes.
You can open the emoji keyboard and click on the emoji you want to use and it will be inserted where you left your cursor.
This way has limitations: you must have text with your emoji in your label and you are not able to use GitHub's custom emojis.
For Macs users:
Ctrl + Command + Spacebar
For Windows users:
To write emojis in Windows 10, you just use the built-in software keyboard. Look for the keyboard icon in the Windows taskbar in the lower-right corner.
See Labels and Milestones for more information about using labels in Waffle