While you can add a label control to a RichTextBox, it isn't really a whole lot of use - it sits in front of any text the user is trying to add, and hides the cursor so it isn't obvious to the user what is going on.
Still:
Label l = new Label();
l.Text = "MINE!";
myRichTextBox.Controls.Add(l);
Will work!
What are you trying to do that you think this is a good idea?