You can access Challenges in the following ways:
Option 1: Via the Home tab
Go to the Home tab.
Tap the Challenges tile.

Option 2: Via the Library tab
Tap the Library tab (magnifying glass icon).
Select the Challenges tile.

Option 3: Via the Saved tab
Tap the Saved tab (fifth icon at the bottom of the screen).
Tap Challenges.

Please note: The lists in your Saved tabs are customizable. You can tap Edit to manage what appears in your shortcuts.