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You can automate the tagging of engagements (openers or clickers) on the Scheduling page. You can also add Tags after a Campaign was sent. See here is you want to tag individual links.
Note: A Clicker is always an Opener too. Tagging all Openers will Tag all Clickers too. Tagging Clickers, will NOT tag all Openers.
If you've already sent the Campaign but still want to add Tags from engagements, you can.