How to add label to property sheet

You can pass the title to the constructor or
by using the SetTitle() Member function.

CPropSheetDlg propSheet(L"PropertySheet Example");
propSheet.SetTitle(L"New Title");

:)

I dont want to set the title of the property sheet. I need to add a label at the bottom of the sheet.

You could make your own derivation of CPropertySheet,

to place (create) any additional controls (labels) at its OnInitDialog()

and destroy them at its OnDestroy() :)