Log into the portal with an account that has "admin" role.
Click the "admin" tab
Go to the "Tabs" section
Click the green + image link, that when your mouse hovers over that link it says "Add new tab"
You have just created a new tab. By default, this new tab has already been assigned as a "Hidden Tab" which means to make this tab visible as a header or footer tab, you will have to change its properties to make it 'visible'.
Having just clicked the green +, you will be redirected to this new tab's editing page.
From here, you can add new modules to this tab to start populating the tab with content and features.