New Version 4.0
To open multiple documents, select all the documents that you want to open. Let's say you select 3 documents, then go to the 'Actions' button on the top right and click on 'Open 3 Documents'. A new window with 3 tabs will open. Each tab will have the preview for each document as shown below.
Legacy Version 3x
In the legacy version, one could open only one document at a time.