Just run the autotagging rule manually then you can able to see automatically created page tags based upon the no. of levels chosen
e.g . Base Url - http://www.mywebsite.com/folder1
The Page tag will be created with the name of the sub-folder - 'folder1'
If 'folder1' has many sub-folders and you have chosen 'Tag All Levels Down' then more no. of pages tags will be created accordingly.
[wait for some time to generate the page tag if you have more sub-levels on the website]
You can group all the page tags using Page Tag group and call it in any of the filters.
Hope this helps.
Thanks,
Ashok.