The only tab you can immediately add to is the General tab, which
shows any file you place in the Templates folder itself.
The other tabs are created inside the software and don't correspond to
any real folders. If you're determined to add your own items to one of
them -- say, the Letters & Faxes tab -- the way to do that is to make
a subfolder in the Templates folder with the same name as the tab. Add
your files to that folder, and Word will include them in the tab.