From Xojo Documentation

Property (As Boolean )
aDesktopCheckBox.Underline = newBooleanValue
BooleanValue = aDesktopCheckBox.Underline

New in 2021r3

Supported for all project types and targets.

If True, applies the underline style to the caption of the checkbox and/or its text content if any.

Sample Code

This code underlines the control’s text or caption property.

Me.Underline = True