I am trying to add a tab using visualforce, but don't see an option to add tab.
My Vf page is lightning checked.
The only real option is to create a page and embed the Visualforce page within it.
That will allow it to be added to the navigation menu as a community page.
The page would be a Standard page with 1 full width column.
Then it can be set to have a Visualforce page in the content area.
There will be a drop down of all the available VF pages
After publishing the page will be available for adding to the navigation menu.