Mapbox has its complete studio to customize the map extensively, through which you can control every single entity on your map from labels to data layers and much more, visit Mapbox studio and make login to your account, to open up the studio, and start creating a new style.
Figure 1: Create a New Style
Once you are done with styling your Mapbox map, copy the style URL from your newly created style.
Figure 2: Copy Style URL
Open the WP Maps‘ Create Map page, and paste the Style URL in the Styler text field, after selecting Mapbox-GL from the Map Tiles dropdown.
Figure 3: Paste the Style URL
Save your map, and publish a build using that map, it will have the map that you have just customized in the Mapbox studio.