Hi Andryushka,
Thank you for reaching out. Please see this guide for migrating AdWords API services to Google Ads API services. As it says, to add a label to an AdGroup, you need to use the AdGroupAdLabelService mutate command. For keywords, you can use the AdGroupCriterionLabelService mutate command. Though there are no examples provided in the documentation, you should be able to follow a similar format as the AdWords examples but with the Google Ads services. Let me know if you're able to figure this out.
Regards,
Mitchell
Google Ads API Team