As you know you can add tags to all newly added products in the add products feed or by mapping the tags field in the field mapping section on add/update feed.
1. Before running the feed, head back to your Shopify admin page.
2. Click on Collections under the Products category.
3. Click on Create Collections and choose the Automated Collection type.
4. You can add the condition below.
5. This will create auto create collection when products have tagged as key in.
For example, if you enable all newly added products to be tagged:
Or you can map the tags field in the field mapping in both Add and Update Product feed.