You're trying to return variable Labels of type ArtworkData instead of array, therefore this needs to be in the method signature as its return type. You need to modify your code as such:
public static ArtworkData[] GetDataRecords(int UsersID)
{
ArtworkData[] Labels;
Labels = new ArtworkData[3];
return Labels;
}
Array[] is actually an array of Array, if that makes sense.