Opening Menu link in another tab

When in the Appearance > Menus admin screen, click the Screen Options tab in the upper right corner, then under Show advanced menu properties tick the Link Target box. You’ll now have a check box for each menu item labeled Open link in a new window/tab.

That said, many people these days do not take kindly to this sort of behavior. I think best practices are to let the end user decide how new links open via their own browser preferences.