All three of these bring up the same dialog. Type the name of the new tag in the dialog box and select the option that says "Create <name of the tag you typed>"
2)
Tags are always lower case no matter what you type. It's a feature not a bug. See this post.
However tags can be renamed by right-clicking on a tag in the list of tags and selecting the option "Rename".
1/ Thanks a lot, I did not see the Dropdown was allowing to enter a new value
2/ Oh I see, my tags come all from Evernote. So I suppose it is an "Import" Bug (Joplin should have converted my tags in lowercase).
So I suppose I have to rename all them in lowercase manually ?
As you have found, importing notes from another app such as Evernote does mean that the tags import as mixed case. They will stay that way until you edit the them. You do not have to change them to lower case, they should still work.