You should be able to access it from the MSMQ.Label context property of the message you received. For example, on an Expression Shape:
label = MyMessage(MSMQ.Label);
Notice you’ll need to reference the MSMQ adapter property schemas assembly, otherwise the MSMQ adapter properties won’t appear available.
(If you are using MSMQT and not the MSMQ adapter, then the right property is MSMQT.Label)
Finally, if you want to do filtering or context-based routing based on the MSMQ label, then you need to be aware that while this property is added to the received message context, it is not promoted, so you’ll need to use a custom pipeline component on the receive pipeline to promote it so that you can do routing based on it. I’ve got an example of such a component on my site: http://www.winterdom.com/weblog/2005/10/04/MSMQBizTalkAndDeliveryNotifications.aspx