Hi Akanksha,
Tag and Tracking URls are two different things. To generate the AMO conversion tag, you need to visit the 'Conversion tag' tab under 'Tools & settings' where after submitting the required info. on the screen, you can generate the tag to be inserted on the pages required. For tracking URLs, please visit the tracking URLs tab under 'Tools & settings' where after selecting the account name , insert your keywords and URls in the box and generate the 'Tracking URL's. However, with changes from the Google, you don't have to generate tracking URLs every time you create a campaign/adgroup/keywords in any account if you have the template set already at the account level. Your assigned AM should be able to help you set a template at account level if not done already.
Hope this helps.
Regards
Nidhi
