I cannot find a way to download the data or sort my customers by tags (inbox tags)

On the inbox screen I can make tags for customers and they are saved. However, I cannot find a way to download the data or sort my customers by tag. Is there anyway to do this?

I am not sure what you're trying to achieve. But, you can try the search bar and use the tags keyword. I created a screencast sample of me filtering the submission using tags:

Will that work for you?