In order to install lightning components, Salesforce users must enable My Domain. Unfortunately, Salesforce does not prevent you from installing them, they just don't work if My Domain is not deployed. This usually happens when you're installing in a new developer org as most production orgs should have my domain if you're using lightning. But, if the Report Sender application shows up without the Report Sender tab, then you probably need to enable My Domain.

How do I know if My Domain is enabled?

My Domain changes the URL that you use so that it's unique to your organization. You can just take a quick look at the URL on any Salesforce page after logging in to see if it has been enabled. Prior to enabling my domain, the URL will start with a few letters and numbers.

Example URL without My Domain. In this org, Report Sender will not work.

Example URL with My Domain (customized for CloudAnswers):

How do I fix it?

Go to Setup and open My Domain under Company Settings and then you can use Report Sender. If the Report Sender tab still does not show up, uninstall and reinstall Report Sender. Read more about My Domain.