UILabels don't have methods for triggering events when they are clicked so you can detect a click manually from the touch event

In #ViewController.h

	IBOutlet UIView *mainView;
	IBOutlet UILabel *UrlLabel;
In interface builder

Right click Files Owner.
Drag the mainView outlet onto the view.
Drag the UrlLabel outlet onto the label

In #ViewController.m to open a URL in safari

//********** SCREEN TOUCHED **********
- (void)touchesBegan:(NSSet *)touches withEvent:(UIEvent *)event
	//See if touch was inside the label
	if (CGRectContainsPoint(UrlLabel.frame, [[[event allTouches] anyObject] locationInView:mainView]))
		//Open webpage
		[[UIApplication sharedApplication] openURL:[NSURL URLWithString:@"http://www.google.com"]];

Ensure you have saved the xib before running or it won't work!

To Call a telephone number

	[[UIApplication sharedApplication] openURL:[NSURL URLWithString:@"tel:0044-1234-567-890"]];

The apple documentation: