What I want to achieve is linking between post that have certain group of tags or labels telling what subjects are the post related to.
You can see on that website that on the right column you have “Popular Brands” and “Type”
How can I do that?
The semi-longer answer is to create collections for tags and posts. Populate your tags section with the appropriate tags, then in the post collection, you would select your tag or tags by using a reference or multi-reference field to the tags collection. They would populate in your post page in a link block of some sort. Be dynamically linked to “current tag.” Then design your tags collection page, etc.