When working with the WordPress menu system there are actually a lot of fields that are hidden by default and can be enabled via the “Screen Options” panel. One of these is the link target. Sometimes you may want to open a menu item in a new URL and to do that you will need to first enable the Link Target setting then you can apply it to your menu items. See the screenshot below:
Or you can follow the video guide below if you are a bit confused by the screenshot.