If you use Gmail and have labels set up for sorting messages, you can easily access them directly from your iPhone and iPad too. Not only do labels show up so you can view messages tagged with them, but you can add existing labels to new messages right from the app.
That's all there is to it. The message should now be categorized with the label, or labels, you've selected. You can do this for multiple messages at a time as well by checking them off in the main message view and then following the steps above.