If I'm viewing something for eg Pf then I decide to open up another programme instead of the new one opening up in a new window it closes down Pf then opens it up in place of that.
How do I get the pc to open up new applications in different windows?
I hope that makes sense

Press
Ctrl and
N together, and it will open a new window.
or
You can use the right mouse button, and select either open in new window or new tab.