The tag group is the key with this. Typically the tag group is set for a node or group of pages. For instance a blog. At that top level, set the tag group for that one top level page and it will be inherited on the child pages. Then in the webpart ensure you select that tag group and things will start displaying for you. Out of the box, I think the "Content" tag group is the only one available. Create as many or as few as you'd like but make your own unique one.