| I know that you used the Finder just as an example. The Finder is not really an app that you just launch when you need it. It runs all the time, and is a basic part of the functionality of OS X (for good and bad, I suppose).
Most apps will be one instance, but may offer multiple independent windows depending on the use. If you need another window for that app, then just open another window (as in a web browser). Open a new document in Word, or another word processor-type app, and you add a window to the display. Some apps operate with only a single window, such as iTunes.
You may get other answers if you explain (with as much detail as you like) exactly what you want to do...
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