<a href="http://yahoo.com" target="_blank">test</a>
<a href="#" onClick="window.open('http://yahoo.com', '_blank')">test</a>
window.open('http://yahoo.com', 'a window title', 'width=800');
But this a simple setting in IE, below screen shot shows the setting that is when the above feature may not be working as desired.
In IE->Internet Options->General->Tabs setting the above highlighted one may or may not allow the webpage to open in new window. But the setting that is just below the highlighted one will make sure the pages are always opened in new windows. Below screen shot shows the correct setting IE->Internet Options->General->Tabs->Always open pop-ups open in new window.
This above setting should work in previous versions of IE as well.