In PhpStorm, is there a way to show a file in Windows Explorer (for Windows) or Finder (for Mac)?
Even better, is it possible to add such an option in the menu when I right click on a tab?
Do I need a plugin for that?
You can always use Navigate | Select in... | Show in Explorer (Alt + F1, 8 using Default keymap) for that.
Same shortcut will work from other places (e.g. Project View panel etc).
If you still want to add context menu item .. then you can do that in Settings/Preferences | Appearance & Behaviour | Menus & Toolbars --> Editor Tab Popup Menu. The actual action is called Show in Explorer