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By default, you have a single SQL window. Whenever you go to the SQL window (you can do this from a number of places in AQT) AQT will use this one SQL window.
You can open another SQL window by Ctrl+N or File > Open another SQL Window. Whenever you go to the SQL window, it will go to the first one and leave this second one untouched.
You can specify that AQT is to open a new SQL window every time it goes to an SQL window. You do this by setting Options > Window Behaviour > Always Open a new SQL Window.
Even with this option on, AQT will reuse an SQL window in some circumstances. For instance the Query Builder and Data Display windows remember the SQL windows they came from. If you select File > Send SQL > SQL Window (or click on the SQL icon) AQT will return the SQL to the originating SQL window. If there is no originating SQL window, AQT will create a new one. If you select Send SQL a subsequent time, AQT will use the SQL window it has created. This behaviour allows you to go through a number of iterations of building SQL without causing an excessive number of SQL windows to be created.
By default, when you open a new SQL window (with Ctrl-N) it will have the same SQL as the existing window. If you prefer new SQL windows to open as blank, set Options > Window Behaviour > When new SQL window is opened, set to blank.