Opening a menu link in a new tab sometimes is useful when the link is an external link or link to a special page of your WordPress website. This feature is available in WordPress but it's hidden by default, so not many users know about it.
To show the option to open menu links in a new tab, go to Customizer → Menus and click on the gear button on the top:
Check the Link Target checkbox. Then click on the menu you want to edit, you will see the option to Open link in a new tab:
Now Save changes and see how it works in the front end.
You can also do the same thing in the Appearance → Menus page:
- Click on the Screen Options tab on the top right of the screen
- Check the Link Target checkbox
- Then check the Open link in a new tab checkbox when editing menus
Hope this guide helps you a little bit on using WordPress.