Taxes are earned by building Dwellings and Town houses in you castles or Outposts. However, many people don't have dwellings or townhouses since it decreases Public order. Early in the game, there are 3 quests that require you to collect taxes, as well as a Daily task wanting you to collect taxes. If you aren't doing anything in the Storm Islands Kingdom, it is a good idea to dump L2 dwellings here. You could also just use an Outpost to build them there if you don't want to rebuild each month if you want lots of coins that way.