You can add tags to your lead(s) using the following method:
Select some lead(s) in your CRM page and hit the "Add tag" button
Name your action & search for and select the tag that you want to add
Then hit "Add Tags" and you're done!
Note: The name of the action can be anything, it's only used in the Bulk Actions page
What if the tag I want to add doesn't exist?
In this case you can search for the tag you want to create, then hit the +{{YourTag}} button like so:
This will create the specified tag and add it to the selected leads!