To do this:
- Select the HTML text, graphic item or existing link and open the Hyperlink dialog from the Edit menu (or Command-k)
- Create the link if you haven't already done so
- Select "_blank" from the Target pulldown
- Click Ok
Another option is to make a JavaScript link using the Link to New Window or Text Link to New Window Actions. Doing this will allow you to select a page to link to (internal or external). You can then specify the size of the window and whether it should have the default features or not such as the toolbar, a scrollbar and whether it should be resize-able.