Physicalizations represent data through their tangible and material properties. In contrast to screen-based visualizations, there is currently very limited understanding of how to label or annotate physicalizations to support people in interpreting the data encoded by the physicalization. Because of its spatiality, contextualization through labeling or annotation is crucial to communicate data across different orientations. In this paper, we study labeling approaches as part of the overall construction process of bar chart physicalizations. We designed a toolkit of physical tokens and paper data labels and asked 16 participants to construct and contextualize their own data physicalizations. We found that (i) the construction and contextualization of physicalizations is a highly intertwined process, (ii) data labels are integrated with physical constructs in the fnal design, and (iii) these are both infuenced by orientation changes. We contribute with an understanding of the role of data labeling in the creation and contextualization of physicalizations.