Tags are automatically added to the DB when saving a post that has new tags. Tags keep a usage count. When it drops to 0 they are not displayed when suggesting tags.
If you know SQL then you could also add the tags massively by running some SQL statements directly to the DB. The thing is that you will have to force the count of usages of the tag to a number higher than 0. In order to do so you'd have to run this SQL statement:
qa_words(word, titlecount, contentcount, tagwordcount, tagcount)
values('newtag', 0, 0, 0, 1);
Now, again, bear in mind that if the usage count of the tag drops from 1 to 0 it won't be displayed anymore. Also take into account that if you reindex post contents (in admin/stats) the usage count will again drop to 0 if it is not used in any post.