Do you mean open a new window at the application level or a new desktop
window in Compiz?

If the former it is done inside the application, usually under File. If the
latter you will need to install the Compiz settings manager. There are two
one is simple and the other is more complex. Once installed they will appear
under System, Preferences. Compiz will not run if you do not have the right
graphics driver installed that supports compositing. You may think that it
is running, but it may not be. You can go to System, Administration,
Hardware drivers to check for a proprietary driver.

I think you need to open the file manager - Nautilus, Dolphin etc., which
will be somewhere on your menu system. They can be configured in many ways
and I'm sure one will meet your needs.

Well, after reading your responses, I realized I didn't cover all the bases in
my question.
What I want to do is to open up a folder(subdirectory) into a new window, and I
can right click on the folder and open it into another window, but I would like
to open the file into another window just by double clicking on the folder and
have the subdirectory folder open automatically into a new window. Seems like
there should be some kind of default setting in the system to allow us to do
that. In other words I always want a new window to open up when I click on a
folder.

Maybe this is what you are looking for. I am not at my Ubuntu system
right now, but as I recall: open a Nautilus window (click on home or
whatever), then go to Edit > Preferences > Behavior and unchceck the
"Always open in browser Windows" box. Exit Nautilus and re-start.

Open Nautilus, then on the Edit menu click preferences. Click the
Behaviour tab, and the third item down is "Open each folder in its own
window". Close Nautilus, and next time you open it, each folder will
open a new window (they stack on top of one another).

Is that what you're after?

When I repeat your endeavour and open my home folder in places there is a
tab top left named 'File' and under that 'Open new window' - you can do this
any number of times. Hope this helps.

I had hoped someone would have really answered your question by now. I
just found it and it was
easy I expect you just over looked it. Here is what I did, I opened
Places on the top pane, which
is the file manager, under Edit you will see Preferences at the bottom.
When that window is up
click on tab Behavior at top and under Behavior the third option to
click is "Open each folder its
own window".
On mine it then opens new folders and whatever in its own window.

I KNEW it had to be there somewhere, just couldn't find it. Thank you.

when your in nautilus (home window as you called it)
Right click on the folder you want to open in a new window and there
will be a context menu.

I suggest you to read Ubuntu manual e-book. Please visit
http://www.ubuntugeek.com/
There are many Ubuntu support sites. Just ask Uncle Google and you will find
them.

I would rather buy the Ubuntu manual e-book than give out all that
personal info, addresses, etc. I am doing fine with this system and have it
running perfect.
I just couldn't locate the switch to open new windows.

I just want to share with my Ubuntu family. This one is unconditional free
e-book for us:
www.ubuntupocketguide.com/download_main.html