Hi Gautam, I am Paulo, an Independent Advisor, and I'm willing to help.
Unfortunately, Windows Tags is not available to every file type and that includes PDF. It is handled by third-party shell extensions. If you want to tag your PDF files, you can try using a tool like File Meta Association Manager to enable that functionality. You can check this for more info:
https://www.thewindowsclub.com/enable-tags-for-...
If you want to use it, you can download it from GitHub
https://github.com/Dijji/FileMeta/releases/tag/...
(Disclaimer: These are non-Microsoft websites. The pages appear to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the sites before you decide to download and install it.)
Let me know if this helps.