Use the `label` attribute to add a label on top.

```html
<sd-checkbox-group orientation="vertical">
  <label slot="label">Group label</label>
  <sd-checkbox value="1">Checkbox 1</sd-checkbox>
  <sd-checkbox value="2">Checkbox 2</sd-checkbox>
  <sd-checkbox value="3">Checkbox 3</sd-checkbox>
</sd-checkbox-group>
```