When you press Enter after entering an incomplete command, the
bash shell will show a continuation prompt (the secondary prompt,
$PS2) and allow you to complete the entered command. The command line editing facilities of the shell at that point is the same as at the original prompt (the primary prompt,
$PS1), which means that the Tab key would do command and filename completion as usual.
To insert a tab character, use Ctrl+V Tab, or use spaces for indentation. Tab characters (or any other literal character) can always be inserted if prefixed by Ctrl+V.
Alternatively, if in Emacs command line editing mode (which I believe is the default in
bash), use Ctrl+X Ctrl+E to bring up an editor to enter your command into. The editor used will be the one specified by the
EDITOR shell/environment variable, or
emacs if this variable is unset.
In Vi command line editing mode, press Escape v to do the same thing.
The command will be executed after saving and exiting the editor.