What type of visa the record labels give to artists from other countries when they are signed in order to enter to the US and start recording?

This might be one of the various kinds of P or O visas. The laws are very complex. Any US record label planning to bring in music artists from a different nation to record in the US will need to work closely with an immigration lawyer. The cost of obtaining such a visa is quite high and the process takes months. This is not a job for anyone other than an experienced immigration attorney.