To create another project in the same project pool simply press New button in Application Toolbar and build it starting with Info step in Project Guide.

You can move quickly from one project to another by selecting it in the Current project: drop down box.

Selecting All Projects you can see the whole project portfolio for task related views (WBS, Gantt, Task Sheet). This way is possible in Gantt Chart View to create links between tasks from one project to another (as described in Chapter 2, Schedule tasks section).