var label = new Label()
{
  Text="My Hyperlink"
};
var tapGestureRecognizer = new TapGestureRecognizer();
tapGestureRecognizer.Tapped += (s,e) => {
    // handle the tap
};
label.GestureRecognizers.Add(tapGestureRecognizer);

GestureRecognizer是Label从其继承的View类中的一个公共属性.见here