With the new mac os maverick I'm able to add custom tag to almost every files. I'm sadly unable to create those tags inside Mail. Did I missed a checkbox or a feature. I'm talking here about color flags.
You haven't missed anything obvious other than that Finder is the primary (and nearly exclusive) mechanism for placing and reading file tags on Mavericks.
There is no interface for Calendars, Contacts, Mail (or iLife) to use the filesystem tags directly as far as I can tell.
The only apps I've seen that have an interface to tags other than Finder are the new iWork apps where they are document based apps and you can assign tags in the two places:
You can do a Spotlight Finder search, and specify that you want to look for mail messages, and then include words from the subject of your email to locate the message you're looking for (e.g. "kind:mail news"). Spotlight will find the underlying file in which the message is stored, and then you can tag it - for example with the word "stuff". Although this might be a bit clunky, you will then be able to use "tag:stuff" in the search box within the Mail app itself, and the Mail will find it.
Even better is if you use Alfred (the app launcher). Someone recently created a workflow for it which enables you to tag messages from WITHIN Mail (i.e. bypassing the Spotlight step) using a hotkey: http://www.alfredforum.com/topic/3383-mavericks-tags-file-and-email-tagging-with-alfred-2-updated-to-v14/
Hope that helps, Geoff