There are several ways to add Tags to references. One way is during reference import on the Find and Import References screen. Under the Standard Options section is an Add Tag(s) option. If you would like to add a Tag to all the references in the import, add it to the field following the format Tag=Tag Value. For example, Source=PubMed.
This will add the Source Tag with a value of "PubMed" to all references included in that import.
The other widely used method is to add Tags to references after the import through Datarama. After running a report including the references that you would like to add Tags to, an Edit Tags/Labels of # References will be displayed below the report. Clicking the button will open a small window where Tags can be added and bulk applied to the references in your report.