This can be easily done by using the ExportConfiguration class of the ListLabel component.
ListLabel LL = new
ListLabel();
LL.DataSource = CreateDataSet();
// Set target and path (here: PDF) and project file
ExportConfiguration expConfig = new ExportConfiguration(LlExportTarget.Pdf, "<Target filename with path>", "<Project filename with path>");
// Show result
expConfig.ShowResult = true;
// Start export
LL.Export(expConfig);
LL.Dispose();
Many other options can be set using the ExportOptions enumeration of the ListLabel component.