saf-dmitry: You need to edit the configuration file tags.taskpaper as described here:
jessegrosjean: Just to expand a bit… generally tags should only show up in the sidebar if they are in your document. The tags.taskpaper configuration file provides an exception to this rule. Allowing you to have tags show up even if they are not currently used in your document.
Thanks guys. That is something that I want to remember for later. Good to know for certain.