It should be there by default. Check to see if the icon is hidden, click on the menu key (the key next to the green key) and select "Show All"; this will show all icons even those hidden. If you see it you can then scroll to it, press the Menu key again and click on Hide to un-hide it. If that doesn't work, check to see if you have an icon that takes you to another level/folder of application icons.
Apologies in advance for stating the obvious but you did say it was your first blackberry.