From the left side navigation panel, click on Orders or Shipments, then click Tab Settings to the right side.

The Order List Tab window will appear from the right. Click on Create Tab to the bottom right corner.

The Create Tab window will appear from the right. Enter in the name of your Tab and then select the criteria you wish to filter your orders by. You can add multiple criteria by clicking on the Add Criteria button. Once you have completed the criteria, click on the Create button to the bottom right corner.

Your new Tab will be added to the Order List Tab, as well as to the Tab menu area.