Add link to a checkbox field's label

Sorry for my ignorance. What do you mean with “There is an escaping…”? Ar you saying this line?

 <label style="display:inline;" class="inline" for="{{ id|e }}">
            {% if field.markdown %}
                {{ field.label|t|markdown(false) }}
            {% else %}
 ->               {{ field.label|t|e }}<--
            {% endif %}
            {{ field.validate.required in ['on', 'true', 1] ? '<span class="required">*</span>' }}
        </label>