Like any other element, you can label a Curtain Wall or any of its visible members individually, on the Floor Plan as well as in Section view.
Curtain Wall Panel Label
Label All Curtain Wall Members
If you need labels on all Members, or all of a certain class of Members:
1.Select the Curtain Wall.
2.Click Document > Annotation > Label Components of Selected Elements to bring up the dialog box.
3.From the pop-up, choose a Label Type: the current default Label, or any of the Label Favorites.
4.Check the boxes of all the component types to which you would like to attach a Label. The Labels will be associative.
5.Click Label to place.