You need to manually add it. But do not add it to the automatically generated code, as it can be overwritten by the designer of Visual Studio.
I would add it to the Load event handler for the form. The code might look like this:
Label[] labels = new Label[10]; labels[0] = new Label(); labels[0].Text = "blablabla"; labels[0].Location = new System.Drawing.Point(100, 100); ... labels[9] = new Label(); ...
PS. Your task is a little unusual for me. What do you want to do? There may be better ways to accomplish your task.
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