I was simulating a winding generator using the simpower library from Matlab's simulink and the schematic turn to be quite big. That when I discovered that labels (blocks "Goto" and "From" in simulink) don't connect to simpower wires. What are the options to solve this?

The SimPowerSystems connections are physical connections, they are not like normal Simulink signals. You cannot have Goto/From blocks for physical connections, it doesn't make sense, plus it would make the model completely unreadable. If you think about it in a physical sense, you cannot break a physical shaft half-way through and say "go and pick the other half at this place".