The 'tf' function belongs to the control package from Octave Forge which
you have installed but not loaded. To load the package, run 'pkg load
control' from the Octave prompt.
The message tells you how to fix your problem. Octave packages are not loaded by default because some can change otherwise expected octave behavior. So you must load the package first.
pkg load control
will load the package and let you run the tf function.