The 5 tabs is correct, i think the Learning Path might not be correct or up to date.
Edit: I double checked my statement: If your project level security is ‘Production’ you will have 5 tabs. If you set this on ‘Prototype/demo’ you will have 4
Regarding the module roles: if you add a roles within the project security there is an option to select in which module you would also want to create the roles. If you had done this the roles would have been available instantly.