Stipulating that my ISP's IMAP server can't filter for me, I'd like to make Kmail filters that apply my own tags to messages. How can I do that? I knwo that filters can mark messages with one of the built-in tags (e.g. Important). The create filter dialog does not show my own tags (e.g. Family).

I'm running KMail 4.14.6 on KUbuntu 15.04.

I don't think it's possible in general: I've checked some web mail interfaces and they too can't apply tags like that. Local filters (not run on the server) have the "add tag" feature, though.