There is no automatic way to do that, but you can use copy paste to get it set up and then add new tags as you add them.
Display a tags widget in your sidebar, keeping in mind that unlike category widget, it is limited to 45 (44??) of the most used tags.
Use your browser to view the source code of your blog. Look for the list of your tags. You can use the "find" feature of the browser to help locate the list.
Copy the whole list from
<ul> to </ul
There will be list items between li tags.
Edit or make your tag page: paste the code into the html editor. save. preview.
If you add more tags you want to display on the page, then you'll have to repeat the copy-paste process.
Note that the already copy-pasted tags will update with new posts as you continue to use that tag.