How do I turn off the water to the tub so that I can replace the knob that turns the water on and off. I see valves to turn the water off for the sink and toilet, but not for the tub.

Perhaps your house is like mine, they drywalled over them. You could cut into the wall on the other side, but I won't promise they are there. You may have to shut the main water off. If so, unless you have an expansion tank on it, shut the gas or electricity off to the hot water heater, and leave a hot water faucet open.

If you have a single handled tub/shower valve remove the handle and the face plate. Now look at the valve body where the supplies connect to the valve. If you see a fitting on each side that has a screwdriver slot then you have found the shut off valves for the valve. These are falled "screwdriver stops" and to turn them off just insert a screwdriver and turn clockwise. If no joy there, another way is to turn the water off at the house stop or the meter/pump. Good luck, Tom