Before you can link taxes to your products, you need to enable the tax management and set the taxes up first. If you haven't done this yet, look at this article first.

Before you can see and choose taxes when you are issuing policies, these taxes need to be linked to the products. This is very easy.

If you go to your "System settings" and click on "Products", a list of your products appears. Now, click on the "edit" button at the end of the product(s) you would like to have the possibility to add the tax to. In the window that opens, the lowest option there is "Tax scheme". Add the Tax Scheme you want to add to the product. 

That's it! Now, for that product the tax option appears when creating a policy. It should now be under "Commission" like this: