No, there's not a tab for that. Activities (which consist of Tasks and Events) can be accessed via the home page -- Tasks via the My Tasks component, Events via the Calendar. You can also see a consolidated list of them using the Console tab if you have enabled Console for Activities.
Were you able to figure out how to add a tab for my activities or my tasks. I've been trying to figure that out in the past couple of days and so far haven't had any luck.
Go to Setup and enable the Console, and add Activities to your Console Layout. That will allow you to view activities via the Console tab.