Orders tags will import from your ecommerce store but if you need to manually add a tag go to Orders.

Click Edit next to the order on the right hand side

In the side drawer scroll down and select Options. From there you will see current tags on that order and well and a drop down arrow allowing you to select already created tags to add. If you would like to create a new tag simply type the tag in the text field and click Enter. Once you click save that new tag will be created for future use.