You will need to put the form on a php page. There is a bit of information about this in the getting started guide, here is a link to it.
form_builder_gsg.pdf
You will only be able to apply UE to the php page once it has been saved to your site. For the labels you can adjust these in the 'Edit Contents' area. Just select a group, then edit it. When you select an element that is within a set you will have the option to edit the label.
This information can also be found in the help under Using CSS Form Builder > Edit Group Contents.