Yeah, you need to use custom CSS for this.
One way is you can place the label in a container with defined width and apply
word-break: break-all; to the label , this will make the text wrap at whatever character whenever it exceeds it's parent's width.
It is the core checkbox widget not possible the add a break in the label directly. However you can use CSS to limit the length of the label, this will make the content wrap or cut off depending you preference.