After many attempts I can get all labels of a project by running the code below.
I added two dll's (VaultLib.dll and VaultClientIntegrationLib.dll) under the References in Visual Studio Project and added 2 using statements (in the class)
using VaultLib;
using VaultClientIntegrationLib;
I've added the following code in a static method
ServerOperations.client.LoginOptions.URL = url;
ServerOperations.client.LoginOptions.User = user;
ServerOperations.client.LoginOptions.Password = pass;
ServerOperations.client.LoginOptions.Repository = rep;
ServerOperations.Login();
ServerOperations.client.AutoCommit = true;
string prjPath = "$/projectpath";
VaultLabelItemX[] arLabelItems = null;
int nRetCode = ServerOperations.ProcessCommandFindLabels("*", prjPath, false, 1000, true, true, VaultFindInFilesDefine.PatternMatch.Wildcard, out arLabelItems);
MessageBox.Show(arLabelItems.Count().ToString()); // Print how much labels found
foreach (var item in arLabelItems)
{
MessageBox.Show(arLabelItems[i].Label.ToString()); // Show Label
}