Winter 20 release, we can create the Lightning Tab using Lightning Web Component. You will just have to add the <target>lightning__Tab</target> tag in the -meta.xml file of the LWC component.
Add Lightning Components as Custom Tabs
<?xml version="1.0" encoding="UTF-8"?>
<LightningComponentBundle xmlns="http://soap.sforce.com/2006/04/metadata" fqn="HelloWorld">
<apiVersion>46.0</apiVersion>
<isExposed>true</isExposed>
<targets>
<target>lightning__Tab</target>
</targets>
</LightningComponentBundle>
After adding this deploy the component to org. then navigate to the tab page to create a custom tab.Step:1
Setup --> Tab --> Lightning component tab--> New.
Step:2
Select the lightning web component and follow steps.
That's it. Now it will be available in the tabs section.