I'm going to assume that you are most interested in labeling the extreme observations. The easiest way to control the labels is to use the OUT= option on the PROC PRINCOMP statement to write the PC scores to a data set. Then use some distance criterion to identify the extreme observations. You can then create a label variable that is blank for non-extreme observations and non-blank for extreme observations.
The following example uses the data from the Getting Started example in the doc. It creates a new character variable that is non-blank for observations that are more than 2.5 units away from the origin in the coordinates of the first two PCs:
%let OutlierDist = 2.5;
data Outliers;
set Crime_Components;
dist = Euclid(Prin1, Prin2);
ObsLabel = ifc(dist > &OutlierDist, State, " ");
run;
proc sgplot data=Outliers;
scatter x=Prin1 y=Prin2 / datalabel=ObsLabel;
run;
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