If you want to have a menu item link open in a new window, you can use the Open link in new tab setting.
Reveal the Link Target Screen Option
The setting may not be visible by default. If not, click the Screen Options tab in the upper right of the Appearance > Menus screen.
Then make sure that Link Target is checked under “Show advanced menu properties”
Enable opening the link in a new tab
On the menu item that you want to open in a new tab, expand the menu item settings. You’ll see the Open link in a new tab setting. Check the box to enable the option.
Then save the menu to apply the changes.