You will find a grid dedicated to managing Tags in the property column of you Sc App. Here you'll see the list of all tags present on your Shopify store.
To add new tags, click on the icon on the toolbar.
In the popup window, enter the tag names you wish to add:
Once you validate, the new tags are added to the list and also associated to the product you would have previously selected in the central column beforehand: one seed for two birds!
And for even more efficiency, select multiple products before adding your new tags: you will create new tags and associate them to products at the same time: