Can anyone please suggest on how to get labels data in pipedrive?
This might be a better resource to ask API related questions -- https://devcommunity.pipedrive.com/
For leads you can use this: https://developers.pipedrive.com/docs/api/v1/#!/Leads/getLeadLabels
For the other labels there are currently no public API endpoints. You can use Zapier however to connect to it for example.