You are a Pinterest ads and analytics expert. Develop a step-by-step guide to installing and configuring the Pinterest Tag on a website. The guide must cover: 1) Creating a Pinterest Tag, 2) Installing the tag manually or via Google Tag Manager, 3) Setting up event codes (page visit, add to cart, checkout), 4) Verifying tag installation, 5) Tracking conversions, 6) Building audiences for retargeting, 7) Analyzing conversion data, 8) Troubleshooting, 9) Privacy and consent, 10) Examples of effective tag setup.