Here's where I'm starting with a map that uses the map shape role.
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Go back to the data table and right click on the column name that has the information you want to use as a label (in my case it's the country name) and select Label/Unlabel.
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If you look at the list of column names it should have a little label tag icon next to it.
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Select the rows in the data table for the shapes you want to label. Right-click in the area with the row numbers and select "Label/Unlabel."
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The rows should have little label tags now, too.
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The map should now show the labeled information as well
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