But using lightning:input or lightning-input, we’re not allowed to add HTML tags under LABEL attribute.

So here are the work-arounds for AURA and LWC,

AURA

Component:

<aura:attribute name="chkTerms" type="Boolean"/>
<div>
    <input type="checkbox" id="terms" name="terms" value="{!v.chkTerms}" onchange="{!c.termsChanged}" ></input>
    <label for="terms"> Yes, by creating an account I agree to the <a href="#">Terms and Service.</a></label>
</div>

JS

termsChanged : function(cmp, event, helper){
    cmp.set("v.chkTerms", document.getElementById("terms").checked );
    //console.log(event.getSource().get("v.checked"));
    // the above didn't work except for `ui:input` or `lightning:input`
    console.log(cmp.get("v.chkTerms") ); 
}

LWC

HTML

<div class="slds-p-around_medium lgc-bg">
    <input type="checkbox" id="terms" name="authorize" onchange={handleCheckBoxChange} required="required"></input>
    <label for="terms" style="display: inline;" class="slds-form-element__label"> Yes, by creating an account I agree to the <a href="#">Terms and Service.</label>
</div>

JS

handleCheckBoxChange(event){        
    console.log('Authorized::'+event.target.checked);
    // Your Logic
}

Source
https://salesforce.stackexchange.com/questions/213749/lightninginput-checkbox-label-with-url

Import Syntax 

You can able use default export syntax to import an Apex method via the @salesforce/apex scoped module into JavaScript controller class. The Syntax looks like below.Default

import apexMethod from '@salesforce/apex/Namespace.Classname.apexMethod';

apexMethod—The imported symbol that identifies the Apex method.
Namespace—The namespace of the Salesforce organization. Specify a namespace unless the organization uses the default namespace (c), in which case don’t specify it.
Classname—The name of the Apex class.

Create Apex Class 

In this example, we will be getting account data and show it into the UI. Create an apex class using SFDX create apex class command.Default

sfdx force:apex:class:create -n GetAccountData -d force-app/main/default/apex

Here is the apex class. To expose an Apex method to a Lightning web component, the method must be static and either global or public. Annotate the method with @AuraEnabledDefault

public with sharing class GetAccountData {
   @AuraEnabled(cacheable=true)
    public static List<Account> getAccountList() {
        return [SELECT Id, Name,Type,Rating,Phone FROM Account];
    }
}

Now you can able to call the apex class in  Lightning web component using these different ways.

• Wire a property
• Wire a function
• Call a method imperatively

Wire an Apex Method to a Property

If an Apex method is annotated with @AuraEnabled(Cacheable=true), you can invoke it from a component via the wire service. You can @wire a property or a function. Here is the syntaxDefault

import apexMethod from '@salesforce/apex/Namespace.Classname.apexMethod';
@wire(apexMethod, { apexMethodParams })
propertyOrFunction;

Create a Lightning web component using below SFDX commandsDefault

sfdx force:lightning:component:create --type lwc -n LWCWireEx -d force-app/main/default/lwc

Here is the LWCWireEx.html markup for the lightning web components.Default

<template>
    <lightning-card title="Apex Class Example" icon-name="custom:custom63">
            <div class="slds-m-around_medium">
                <template if:true={accounts.data}>
                    <template for:each={accounts.data} for:item="acc">
                        <p key={acc.Id}>{acc.Name}</p>
                    </template>
                </template>
                
            </div>
        </lightning-card>
</template>

Here is the LWCWireEx.js classDefault

import { LightningElement, wire } from 'lwc';
import getAccountList from '@salesforce/apex/GetAccountData.getAccountList';

export default class LWCWireEx extends LightningElement {
    @wire(getAccountList) accounts;
}

Here is the LWCWireEx.js-meta.xml markup.Default

<?xml version="1.0" encoding="UTF-8"?>
<LightningComponentBundle xmlns="http://soap.sforce.com/2006/04/metadata">
    <apiVersion>45.0</apiVersion>
    <isExposed>false</isExposed>
    <targets>
        <target>lightning__RecordPage</target>
       </targets>
</LightningComponentBundle>

Push the changes to scratch org and add the lightning web component to the record page. You can able to see the result like below.

Wire an Apex Method to a Function

Now let’s look at how to wire an apex method to function.we will be updating the same code here to operate the apex method as function.

Update the LWCWireEx.js class as shown belowDefault

import { LightningElement, wire,track } from 'lwc';
import getAccountList from '@salesforce/apex/GetAccountData.getAccountList';

export default class LWCWireEx extends LightningElement {
    @track accounts;
    @track error;
    @wire(getAccountList)
    wiredAccounts({ error, data }) {
        if (data) {
            this.accounts = data;
        } else if (error) {
            console.log(error);
            this.error = error;
        }
    }
}

update the LWCWireEx.html markup as shown belowDefault

<template>

    <lightning-card title="Apex Wire To Function Example" icon-name="custom:custom63">

        <div class="slds-m-around_medium">
            <template if:true={accounts}>
                 <ul>
                <template for:each={accounts} for:item="account">
                    <li key={account.Id}> {account.Name} </li>
                </template>
             </ul>
            </template>
            <template if:true={error}>
                {error}
            </template>                
        </div>
    </lightning-card>
</template>

Push the changes to scratch org and add the lightning web component to the record page. You can able to see the result like below.

Call an Apex Method Imperatively

Now let’s see here how to call apex method imperatively. Create a new Lightning web component using the below SFDX commandDefault

sfdx force:lightning:component:create --type lwc -n ImperativEx -d force-app/main/default/lwc

Use the below ImperativEx.html codeDefault

<template>
        <lightning-card title="Apex Imperative Method Example">
            <div class="slds-m-around_medium">
                <p class="slds-m-bottom_small">
                    <lightning-button label="Load Accounts" onclick={handleLoad}></lightning-button>
                </p>
                <template if:true={accounts}>
                    <template for:each={accounts} for:item="account">
                        <p key={account.Id}>{account.Name}</p>
                    </template>
                </template>
                <template if:true={error}>
                   {error}
                </template>
            </div>
        </lightning-card>
    </template>

Use the below ImperativEx.js class codeDefault

import { LightningElement, wire,track } from 'lwc';
import getAccountList from '@salesforce/apex/GetAccountData.getAccountList';


export default class ImperativEx extends LightningElement {
    @track accounts;
    @track error;
    handleLoad() {
        getAccountList()
            .then(result => {
                this.accounts = result;
            })
            .catch(error => {
                this.error = error;
            });
    }
}

Use the below ImperativEx.js-meta.xml class codeDefault

<?xml version="1.0" encoding="UTF-8"?>
<LightningComponentBundle xmlns="http://soap.sforce.com/2006/04/metadata" fqn="hello">
    <apiVersion>45.0</apiVersion>
    <isExposed>false</isExposed>
     <targets>
        <target>lightning__RecordPage</target>
    </targets>
</LightningComponentBundle>

push the changes to scratch org and add the lightning web component to the record page and you can able to see the below result when you click on the button .

Call an Apex Method with Parameters

Pass parameters values to an Apex method in an object whose properties match the parameters of the Apex method. For example, if the Apex method takes a string parameter, don’t pass a string directly. Instead, pass an object that contains a property whose value is a string.

// apexImperativeMethodWithParams.js

import { LightningElement } from 'lwc';
import findContacts from '@salesforce/apex/ContactController.findContacts';

export default class ApexImperativeMethodWithParams extends LightningElement {
    searchKey = '';
    contacts;
    error;

    handleKeyChange(event) {
        this.searchKey = event.target.value;
    }

    handleSearch() {
        findContacts({ searchKey: this.searchKey })
            .then((result) => {
                this.contacts = result;
                this.error = undefined;
            })
            .catch((error) => {
                this.error = error;
                this.contacts = undefined;
            });
    }
}

public with sharing class ContactController {
    @AuraEnabled(cacheable=true)
    public static List<Contact> findContacts(String searchKey) {
        String key = '%' + searchKey + '%';
        return [
            SELECT Id, Name, Title, Phone, Email, Picture__c
            FROM Contact
            WHERE Name LIKE :key AND Picture__c != NULL
            WITH SECURITY_ENFORCED
            LIMIT 10
        ];
    }
}