If you have setup tags then you will only be able to search on your tags once you have applied a tag to a contact record.
How do I apply a tag to a contact?
1. Open up contact record as shown below:
2. Click on green tags tick icon as shown below:
3. Check the tag(s) you want to apply to the contact to the contact record:
4. Click on Update as shown above in red.
5. Now when you go into the tag search icon as shown below: You will see the new tag you have added to a contact displayed (please see next screenshot)