I forgot to add Tab in Object Creation Options. How to add it later on? This option is coming first time only?
No need to delete the object & start over. Go to Setup, in the left menu search box search for tab, find Tabs under Create in the left menu. Click Tabs to open the Custom Tabs screen. From here you can create a new Tab. During the create process you'll be able to select the object that will be assigned to the new tab.