How can I find how which tags are associated to my products?

The grid dedicated to Tags, located in the property column of your Sc App, includes a column called 'used'.

This column shows you whether tags are or not associated to a selected product: the box will be ticked/unticked

Don't hesitate to use the filter to show only associated tags in the list :)

The column called 'Associated in Shopify' indicates that the tags are associated to the products in your Shopify backoffice as well as in the Sc App.