VMD allows you to label atoms, distances, angles, or dihedrals in several ways.

The top left is the VMD Display window, the bottom left is the Terminal
for VMD, the top right is the Graphical representations window, middle right is
the main VMD window, and bottom right is the labels window.
The Terminal, Display, and Labels GUI in VMD.

Atoms

One way to label atoms is by following Mouse → Label → Atoms in the main menu and then right-clicking on the atom/residue of interest. This will print some information to the Terminal that VMD is operating from, including what it was that was named, which can be helpful, since the default labeling color is neon green. Another way is to left click on the display window, hit 1 on the keyboard, and then click on the atom that you want information on using the mouse. Finally, following Graphics → Labels will pull up all the information printed to the Terminal in a GUI. These different labeling types are shown in the figure above.

Distances

Distances between two atoms can be labeled by left-clicking on the display window, hitting 2 on the keyboard. Your cursor then becomes a cross, which can be used to select the two specific atoms by left-clicking on one and then the other. Like with the atom information, the distance will be listed on the screen, printed to the Terminal, and shown in the labels GUI created through following Graphics → Labels (once you’ve changed Atoms to Bonds in the upper left corner).

Angles

Angles between three atoms can be labeled by left-clicking the display window, hitting 3 on the keyboard. Your cursor then becomes a cross, which can be used to select the three specific atoms by left-clicking on them in succession. The order you select them in makes a difference, though, so think through the angle you’re interested in before making your selection. Like before, the angle will be listed on the screen, printed to the Terminal, and shown in the labels GUI created through following Graphics → Labels (once you’ve changed Angles in the upper left corner).

Dihedrals

Dihedrals between four atoms can be labeled the same was as angles, except instead of hitting 3, you hit 4 on the keyboard and the atoms of interest. The atom order will also make a difference here, so be careful.