add unique constraint in room database to multiple column

A plain UNIQUE constraint on a column, other than via an index, is not supported.

You can enforce this uniqueness property by setting the unique property of an @Index annotation to true. The following code sample (Java) prevents a table from having two rows that contain the same set of values for the firstName and lastName columns:

@Entity(indices = {@Index(value = {"first_name", "last_name"},
        unique = true)})
class User {
    @PrimaryKey
    public int id;

    @ColumnInfo(name = "first_name")
    public String firstName;

    @ColumnInfo(name = "last_name")
    public String lastName;

    @Ignore
    Bitmap picture;
}

The Kotlin equivalent of the annotation is given below:

@Entity(indices = [Index(value = ["first_name", "last_name"], unique = true)])

In your code you can do the following changes to have UNIQUE constraints

@Entity(foreignKeys ={
        @ForeignKey(entity = Label.class, parentColumns = "_id", childColumns = "labelId", onDelete = CASCADE),
        @ForeignKey(entity = Task.class, parentColumns = "_id", childColumns = "taskId", onDelete = CASCADE)},
        indices = {@Index(value = {"labelId", "taskId"},
                unique = true)}
)
public class LabelOfTask extends Data{
    @ColumnInfo(name = "labelId")
    private Integer labelId;
    @ColumnInfo(name = "taskId")
    private Integer taskId;
}