The easiest thing to do is to have the labels/categories in the header column (or header row if your data is going that direction in the table) when you create a chart. Numbers will use the headers as the labels when you create the chart. The only exception to this is the scatter chart. That's how Numbers wants you to do it. You don't have to, but it is more work for you if you don't.
With a pie chart already made, you can specify what cells are the labels. The other charts let you choose a range of cells to change all the labels at once but the pie chart seems to be one at a time. Click on the chart. click on a wedge, go to the Wedge tab in the format sidebar, click where it says "name", delete what is there, click on the correct cell in your table, press Return or click the green checkmark. Repeat for the other wedges.