Try this:
private void Form1_Load(object sender, EventArgs e)
{
int y=50;
for (int x = 0; x <= 4; x++)
{
Label label = new Label();
label.Text = "Label " + x.ToString();
label.Name = "Label " + x.ToString();
label.Location = new Point(10, y);
this.Controls.Add(label);
y += 50;
}
}