When unified labeling was announce that it is no longer in Preview mode, and here it comes the new application called, AzInfoProtection_UL, you could find the link to download this application at the references below of this post. There is the Preview application called, AzInfoProtection_UL_Preview.
Before unified labeling, the only application has for Azure Information Protection is AzInfoProtection (Classic client). So what so different about them? Before we jump into getting to know what are the differences, let’s understand the definition or meaning.
Azure Information Protection is a new enhancement of rights management and it is manage from Azure portal. If you need scanner and HYOK (your own key) then you install AzInfoProtection.exe (User Profile based installer) or AzInfoProtection_MSI_for_central_deployment (System installer) client application.
Azure Information Protection with Unified Labeling was just announce somewhere the month of June or July 2019. Unified Labeling means that your labels can be manage either from the Azure portal or from Office 365 Security and Compliance portal. This feature is enabled by default. You can migrate your labels from Azure to Office 365 Security and Compliance. Unified Labeling supports for more Office 365 products, such as Microsoft Teams. If you do not need HYOK protection (your own key) or the scanner, then you install AzInfoProtection_UL.exe (User Profile) or AzInfoProtection_UL_MSI_for_central_deployment (System installer) client application.
If you would like to deep-dive the comparison of these 2 application here is a helpful link.