Before WordPress 2.3, we could also use this method in combination with the UTW plugin to achieve the functionality of adding tags.
After upgrading to WordPress 2.3, UTW was declared obsolete. Although the Simple Tags plugin I am currently using has a feature similar to UTW's Embedded Tags, it does not work with Windows Live Writer (abbreviated as WLW).
However, there is some good news to share: GuaGua has provided a relatively perfect solution. It only requires adding one field in the registry.
For users of WLW Beta 3 or earlier versions, add a string value at the location shown below, name it "supportsKeywords," and assign it the value "yes."