This will open the "New Frame" dialog. From "Frame Type" you can choose what type of frame do you want:
Charts, Point and Figure Charts, Spread Charts, Time and Sales, Fixed Quote Pages, Snapshot Quote, Quotes Monitor, Depth Of Market, Price Ladder, Ticker, News, Advanced Options, Options Chain, Weather, USDA Grain/Livestock Reports, Working Order Monitor, Position Monitor, Order Ticket, Orders and Positions, Account Information, Order Activity Log, Quote Board, eINFOline, Financial Audio Archive, Agricultural Audio Archive, Grains Audio Archive, Broker Workstation, Options All Months and Futuresline.
From "Frame Title" you can set a name for frame. The frame can also be an internal frame, a persistent frame or an external frame.
"Internal" frame is a frame that is contained in a workspace and it's attached to that workspace.
"Persistent" frame is a frame that is contained by all workspaces.
"External" frame isn't contained in the application's frame, it's a new frame.