Each tab sits on its own layer in the vector program, with the defining tab on the top layer. Both CorelDraw and Illustrator allow you to shift the defining layer to the top, leaving subordinate tabs below. Normally I leave the coloring for PhotoShop, but here I've filled in the outlines for illustration purposes. Here I use the same layered vector drawing, shifting the defining tab to the top. I export six different versions, each with a different top layer, to PhotoShop as a PSD file.

In PhotoShop I add the coloration and effects, applying a smooth Inner Bevel layer style with the following properties — Direction: Up; Size: 8; Soften: 0; Shading Angle: 135°; Altitude: 34°; Global Light Disabled; Highlight Screen Mode at 75% opacity; Shadow Multiply Mode at 25% opacity. I use a normal Color Overlay with a different hex color code for each tab per layer (i.e., EFF9FE for the Introduction tab).