You can't add tags to WAV files.
I wonder if he was referring to the additional information to that provides the song title, artist, category, etc. I don't know if those are added as "tags", but they are easily added to the files prior to ripping them if you have an internet connection. At least that is how it works using iTunes. Without an Internet connection you would have to manually enter that information which is a royal PITA. Perhaps that's what's discouraging folks form ripping on their own. As Ben points out, it is a very easy process, especially in iTunes.
Marco