If your browsing on your Android phone and you want to open a new link, you can open the link in a new window by tapping and holding your finger on the link. After a couple seconds, a menu pops up and one of the options is "Open in new window", select that and the link opens in a new window.

This is the same way you open links in new windows on the iPhone. So maybe this is becoming something of a standard. If you are using another type of mobile device and you want to open the link in a new window and you don't know how to, tapping and holding may be worth a shot.