In the below example I have created a Tab layout using  design support library.
When user clicks on tab, tab color will change, mean it will identify that you have clicked on that   particular tab. Here, first I have added material design support library within  Grandle file. After that In actvity_main.xml layout,  I have added a toolbar and tab layout. Now see MainActivity, here I have created a tabinitialize()method, in this method I have initialized tablayout and set tabs text. Follow the below example code it clearly describes How to make Tab layout with using  material design support library.

Step(1)-I have added first material design support library  to Grandle file -

Introduction of library:- There is a design support library which provides us the facility to create  dynamic tab layout in your application.

compile 'com.android.support:design:23.1.0'

Step(2)- activity_main.xml layout-

<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    xmlns:app="http://schemas.android.com/apk/res-auto"
    android:orientation="vertical"
    android:weightSum="7"
    android:background="#e7f1e7"> <android.support.v7.widget.Toolbar
                android:id="@+id/toolbar"
                android:layout_width="match_parent"
                android:layout_height="?attr/actionBarSize"
                android:background="?attr/colorPrimary"
                app:popupTheme="@style/ThemeOverlay.AppCompat.Light"
                app:theme="@style/ThemeOverlay.AppCompat.Dark.ActionBar" /> <android.support.design.widget.TabLayout
                android:id="@+id/tab_layout"
                android:layout_width="match_parent"
                android:layout_height="wrap_content"
                app:theme="@style/Theme.AppCompat" /> </LinearLayout>

Step(3)-MainActivity-

private void tabinitialize() {

      toolbar = (Toolbar) findViewById(R.id.toolbar);
      setSupportActionBar(toolbar);
      tabLayout = (TabLayout) findViewById(R.id.tab_layout);
      tabLayout.addTab(tabLayout.newTab().setText("One"));
      tabLayout.addTab(tabLayout.newTab().setText("Two"));
      tabLayout.addTab(tabLayout.newTab().setText("Three"));
  }