You see, if you have an application in the sidebar not running, you click on it and it runs. Good. Now if you have it running, you click on it and it shows you the already open one. I discovered that with for example Firefox, you can right click and tell it to open a new window. I tested it with a random application though, and it doesn't have such an option.
Above all, the home button is also like that! So the question is, how can I run multiple instances of a program (or in this case, open multiple instances of my home folder)?