This is not a summary as the other posts of this forum. But I hope to help someone who encountered the same issue of mine.
This is the issue: I was accustomed to using Facebook App for Android. In Facebook App for Android, you write the first letters of a friend of yours and the autocomplete menu appears, allowing you to tag your friends in comments and posts.
In Windows Phone it does not. In order to have the same outcome, you need to write @ before the first letters of the friend you want to tag. In this way, the autocomplete menu will appear. Enjoy.