By default, you can enable a 'product tags' filter which will appear in the sidebar. This filter will display all of the product tags in the the currently viewed collection. If you would like to create a new filter based on a list of pre-defined tags, here is an example of filtering by Color, which can be pasted into sidebar.liquid. The editable tag names are highlighted in bold:
<h4 class="toggle"><span>+</span>Color</h4>
<ul class="blog_list toggle_list">
<li>
<a {% unless current_tags %}class="active"{% endunless %} href="{% if collection.handle == "all" %}/collections/all{% else %}{{ collection.url }}{% endif %}">All Colors</a>
</li>
{% capture colors %}White,Blue,Red,Black,Gold,Green,Yellow,Pink,Brown,Grey,Purple,Orange{% endcapture %}
{% assign colors = colors | split: ',' %}
{% for tag in colors %}
<li>
<a {% if current_tags contains tag %}class="active"{% endif %} href="/collections/{% if collection.handle != blank %}{{ collection.handle }}{% else %}all{% endif %}/{{ tag | handleize }}">{{ tag }}</a>
</li>
{% endfor %}
</ul>
These custom filters will show any products in your collection(s) that are tagged appropriately.