Tagging individual link clicks works a bit differently than Tagging Openers and Clickers. Setting the Tag for each link is handled on the Link Tracking page.
You can get to the Link Tracking Page from the Edit/Create Mailing Workflow.
From the Link Tracking Page
From a Campaign Report
If you've already sent a Campaign, you can Tag Clickers of a specific link like this.
(Campaign Reports are found here)
- Select the Link Tracking & Heatmap tab
- Use the ellipses (...) to the right for the desires link to open the menu and select Tag Link Clickers
- Create or Select the Tag you want to add.
- Click Select