Using the HTML ‘label’ tag with radio buttons

Does the label tag work with radio buttons?

Yes

If so, how do you use it?

Same way as for any other form control.

You either give it a for attribute that matches the id of the control, or you put the control inside the label element.

I’d like to use the label tag for each label in the left column

A label is for a control, not a set of controls.

If you want to caption a set of controls, use a <fieldset> with a <legend> (and give a <label> to each control in the set).

<fieldset>
  <legend> Salutation </legend>
  <label> <input type="radio" name="salutation" value="Mr."> Mr. </label>
  <label> <input type="radio" name="salutation" value="Mrs."> Mrs. </label>
  <!-- etc -->
</fieldset>