Ah, I've heard this song, Justyna...
Many of our Magic Reports based solutions present results in pdf format with clickable hyperlinks so end users can easily navigate directly to the relateitems within Workfront (e.g. Projects, Tasks, Issues, etc.). By default, as you've observed, most browsers open a clicked hyperlink in the same tab, which is NOT desirable when the user still wants to use the original tab open for reference, especially if they've done some scrolling to get to the hyperlink of interest (since that scroll position gets lost in the process).
For our solutions, we train our users (most of whom use Chrome) to first hold [Ctrl] and then click the hyperlink, which Chrome understands (more info here) as a directive to preserve the existing tab contents (and scroll position) and instead open the target of the hyperlink in a new tab.
One shown (and seeing for themselves the desired result), most users find that [Ctrl]+click technique does the trick. Alternatively (although I've not bothered, myself, since I prefer the finesse the [Ctrl]+click approach gives me), there are also plugins such as this one for Chrome that allow users to always open hyperlinks in a new tab (within a user-specified list of websites).
Either way, I invite you to try these out, and am interested to hear how you make out. Good luck!
Regards,
Doug