tags are used to refer various sections of page to show up hiding the other contents, creating a feel of "Menu" in Parallax Designs .
Using # is referring internal sections of a within a page and NOT an url or a HTML / PHP file.
Since crawlers index only URLs these kind of menu's wont get indexed.
Google is capable of handling these property as site-links ( showing the most clicked # tags ) of the page.
Regards,
Raj