The two default modules, Showcase and Video Gallery, each have a matching post tag; additionally, every new Newsfeed Category you create will also generate a new post tag.
You can add one or more post tags while creating or editing a post.
While on the Content > Posts > Approved list, you can select Edit Tags from the drop-down (this can be done with multiple posts as well).
Finally, from Content > Feeds you can select Tags while connecting or editing a specific content feed. Every post imported from that feed will then "inherit" this post (the change is not retroactive).