Sometimes it is useful to have multiple open windows of the same application. If you already have an application open, you can hold down the Shift key on the keyboard and then click on the application in the Taskbar. This will open an new active window using the same application. The taskbar will then show multiple highlight boxes around applications that have multiple windows opened.
Ex. Both Internet Explorer and Microsoft Word have multiple windows opened in the image below.
Note: Not all applications support having multiple windows open.