Initially, this is rather simple. You just need to enable the Supports multiple windows setting for your target:
After this, if you didn't create your own MenuBar, you will have a new New Window
Control + N shortcut that you can use to instantiate a new window.
If you did modify your menubar (as explained above) you can re-create the New Window shortcut by following these explanations.
Finally, if you want to support multiple different windows, that is explained here