You can currently add tags for weblinks via the API, but can't read them. This is a huge oversight, which makes it nearly impossible to add any sort of dynamic filtering capabilities. That is, there's no way to return (or parse) out a list of available tags -- since you can't read any of them.

To accomplish any sort of dynamic filtering, you have to bypass the tags altogether and add them to a field you can read. For example, after a colon in the title field. However, that's a temporary stop-gate solution with issues of its own.