You can do that in three different areas:

 

Term Tags

• Go to the "Term Tags" page (from the left menu, under URLs & Terms click Term Tags)

• Click the "Add New Tag" button

• Enter the tag name, select a tag color

• Select the URLs you would like to tag terms from, and click "Next"

• Move the terms you want to include in this tag, to the right box and click "Save."

 

At the URL View (for terms of the same URL)

• Click the checkboxes near the terms

• Click the tag icon below

• Select already set tags, or enter new ones, and click "add tags."

 

At the URL View (for terms of multiple URLs)

• Click the checkboxes near the terms you want to tag

• At the Bulk Actions drop-down (top-left corner above the results table) select "Tag terms"

• Select already set tags, or enter new ones, and click "add tags."