During installation of CWPS for Storage you create a storage container. After installation, if you upload a file to this storage container it does not get scanned and no tags are added to the file.
The original storage container created during installation of CWPS is dedicated for internal usage only, all files in it are skipped from scanning.
In the same Resource Group as the original Storage Account, create another Storage Account and create a container in it. Upload files to the new container. These file will be scanned and get the tagging information.