LabKey Server uses the ProteoWizard C++ library to implement its handling of mzML files, and to enable direct .mzXML.gz handling by MSInspect. Specifically, it uses the pwiz_swigbindings dynamic link library (.dll, .so, .dylib, etc, depending on your operating system). You can enable this by placing the pwiz_swigbindings library in Labkey Server's PATH, and adding these lines to the labkey.xml (usually stored in your <CATALINA_HOME>/conf/Catalina/localhost directory) configuration file:
<!-- mzML support via JNI -->
<Parameter name="org.labkey.api.ms2.mzmlLibrary" value="pwiz_swigbindings"></Parameter>
You will need to restart the server for the change to take effect.
Note that you may possibly want to replace the value "pwiz_swigbindings" with something else if your library has been renamed (perhaps "pwiz_swigbindings64" in a 64 bit windows environment, for example).
The pwiz_swigbindings library can be built using the TransProteomic Pipeline build system ("make pwiz_swig"), and hopefully will be added to the standard ProteoWizard build soon.