There are three ways to create a new workspace:
Click the "+" at the bottom of the application
where the workspace tabs are located.

OR
Position your cursor in the area on the bottom of the application where the workspace tabs are located.
Right-click
to display the context menu, and select Add
Workspace.

OR
From the File menu, select New Workspace.
Result: A new, empty workspace is created. You may now add windows to the workspace by clicking the window component buttons at the top of the application.