I follow Action bar tutorial in Android Dev site
In onCreate of ActionBarActivity.class I add tab like this;
Tab tab = actionBar.newTab()
.setText(R.string.artist)
.setTabListener(new TabListener<ArtistFragment>(
this, "artist", ArtistFragment.class));
actionBar.addTab(tab);
so, I will have ArtistFragment extend Fragment but I’m not sure how to add 2 fragment(ListFragment and DetailFragment) inside ArtistFragment What would be inside ArtistFragment.class?

Android doesn’t support fragment in fragments (for now). You should try to make a layout that supports 2 fragments that communicate with your activity instead OR 1 fragment which handles the work that both fragments would do.