There is a fair amount of controversy surrounding prayer labyrinths, because they are an ancient pagan symbol that was adopted by the Catholic church. Only in the last two decade or so have they seen a resurgence in emerging and neo-orthodox churches.
I have found Sally Welch's Walking the Labyrinth:A Spiritual and Practical Guide to be a useful tool in explaining the history, function, and discipline of the prayer labyrinth.
There is only one way into the labyrinth, and only one way out. It is not a maze, rather, it is a gentle path that doubles back on itself. It is possible to relax while in the labyrinth. There are many ways to engage this prayer practice, my favorite is very simple. I pick an intention for my time in the labyrinth. Whether that is a certain word, phrase or idea I am pondering, or something that I want to let go of, I only focus on that intention as I walk to the center of the labyrinth. Once I reach the center, I pause and pray. Sometimes I am in the center for awhile. Then on my way back out of the labyrinth I feel the freedom of that intention or listening to what God is saying to me. Just before leaving the labyrinth, I give thanks for my time there.