Add the Post Build step to create a Label in TFS.

• Enter the label text.
• Select either of the triggers - Always or only for success.
• Save the job

• Open the job configuration and neither of the triggers are selected.

Reviewed the job config.xml and entry is written as
<hudson.plugins.tfs.TFSLabeler plugin="tfs@3.1.1">
<labelName>test label</labelName>
</hudson.plugins.tfs.TFSLabeler>

Checked the source at https://github.com/jenkinsci/tfs-plugin/blob/master/src/main/java/hudson/plugins/tfs/TFSLabeler.java
Looks like there should be a value for the 'whenToLabel' in the config.