Steps to keep a Safari window open:

• In the menu bar, select Safari.
• Choose Preferences.
• In the pop-up window, select General.
• Select All windows from the previous session from the top drop-down box next to Safari opens with.
• Choose Safari > Preferences, then Tabs in the Safari software on your Mac.
• Select an option from the 'Open pages in tabs instead of windows' pop-up menu: Never: Links that are supposed to open in a new window really open in a new window.

Read More : How do I use Safari technology preview?