Hi Gaurav,

In the components you wish to include in Lightning Experience, add implements=" force:appHostable" in the 

aura: component tag and save your changes. Also To display Lightning components in a custom tab in a Lightning Experience 

the app, you must enable My Domain.


Follow these steps to include your components in Lightning Experience and make them available to users in your 

organization.


1. Create a custom tab for this component.
    
    a. From Setup, enter Tabs in the Quick Find box, then select Tabs.
    
    b. Click New in the Lightning Component Tabs related list.
    
    c. Select the Lightning component that you want to make available to users.
    
    d. Enter a label to display on the tab.

    e. Select the tab style and click Next.

    f. When prompted to add the tab to profiles, accept the default and click Save.

2. Add your Lightning components to the App Launcher.

    a. From Setup, enter Apps in the Quick Find box, then select App Manager | New Lightning App.

    b. Follow the steps in the wizard. On the Select Items page, select the Lightning tab from the Available Items     

       list and move it to the Selected Items list.
    
    c. Finish the steps in the wizard, and click Save & Finish.

    3. To check your output, navigate to the App Launcher in Lightning Experience. Click the custom app to see the     

       components that you added.
I hope you find the above solution helpful. If it does, please mark as Best Answer to help others too.


Thanks and Regards,

Deepali Kulshrestha.