New Window opens another window onto the current model. DesignWorkshop allows multiple models to be open simultaneously, and multiple windows for each model. This function opens additional windows onto the current open model. If you want to open another model instead, use the File menu. Every window displays the file name it connects to in its title bar, to help you keep track of which is which. Any window onto a particular file beyond the first one will show an id number at the end of its title.
The number of windows and documents you can have open simultaneously is limited by the DesignWorkshop application memory partition. This can be increased in the normal Macintosh fashion (through the Finder File menu Get Info... command). Given enough memory, a maximum of six documents can be open at once, and a maximum of five windows can be open on each document.