It is possible. By default when you click on a tag link you visit that tags archive page. Just use that page. The following will show you how to add that link to the menu. If you need something more custom you will need some custom code, but the below will give you what you have asked for.
- Visit any tag page you would like the link to go to and copy the
URL. - Then visit the Admin Dashboard under Appearance you will see
Menu. - Create a Custom Link
- Paste in the URL you want give it a Title
- Then Click Add to Menu Once the Menu Item is added
- Move it to the desired location and Save