So you can create tags on the posts you create by selecting the cog next to Save Draft and choosing Tags and entering your new tag. Or you can from the main sidebar menu select Tags and create them from there. For creating a page if you go to Menus and select Add A New Menu, give it a name e.g. All Tags, once created select the Add Menu Item button. Now create a Label for your Menu Item then in the Type Drop Down List choose Tags Link List and save the changes you should now have yourself a page that contains all the tags on your website.