One of the first things we do on a new machine is cloning our dotfiles. Not everything comes with them though, so for example tpm most likely won't be installed.
If you want to install tpm and plugins automatically when tmux is started, put the following snippet in .tmux.conf before the final run '~/.tmux/plugins/tpm/tpm':
if "test ! -d ~/.tmux/plugins/tpm" \
"run 'git clone https://github.com/tmux-plugins/tpm ~/.tmux/plugins/tpm && ~/.tmux/plugins/tpm/bin/install_plugins'"
This useful tip was submitted by @acr4 and narfman0.