How to make custom UI controls/components using C#?

Your question isn't super detailed, but from what I can gather you want to make a menu of some sort that's activated when you press tab. (Tell me if that's incorrect, i'll change my response).

So, unless you're good with GUI (I'm not), you probably want to make your menu in the editor using the UI system (it's really easy - trust me) and activate/deactivate it by script.

 public class TabMenu : Monobehaviour{
 
 public GameObject menu; //set this in the inspector
 
 void Start()
 {
 menu.SetActive(false);
 }
 
 void Update()
 {
 if(Input.GetKeyDown(KeyCode.Tab))
 {
 if(!menu.activeSelf)
 {
 menu.SetActive(true);
 }
 else
 {
 menu.SetActive(false);
 }
 }
 }
 }

But, if you really want to create your menu/control/thingamabob/doohickey via script, you can create empty GameObjects and add UI components (a canvas, canvas renderer, graphic raycaster, text, buttons, etc) and set their values (text.size = 24, etc).

Again, some elaboration would be nice. It's hard to answer a question if it's not a "how do I do this thing" kind of thing, especially because there's a million ways to go about doing everything in Unity.