Are you connecting to the Data Warehouse database (separate from the console) or are you trying to run this report from within the console itself?
If you are running it from the console, then you will want to reference the reporting data model schema here. That link will take you right to the dim_tag_asset table.
There are slight differences between the reporting data model and the Data Warehouse model so it isn’t always a 1:1 between the table names and relationships.