Unfortunately it is impossible to have more than one project open in a single window at any given time. Every window has a single project associated with it, which is a temporary project that's not saved anywhere if you just happen to have opened a new window somehow (opening a new file or a folder, etc).
You can use
Project > Open Project to create a new window and load a project into it, or one of
Project > Switch Project... and
Project > Quick Switch Project... to change what project is loaded in the current window (the second of these shows you a panel of known projects while the first opens a file browser for you).
What you actually had was a split in the window, which is just a layout thing that allows you to have multiple rows and/or columns of tabs open, allowing you to see multiple open files at the same time, etc. Although you're not allowed to have more than one project per window, any project (including a temporary, unsaved project) can have more than one folder open, which depending on what you're trying to do is more or less the same thing.
The items you probably picked were in the menu under
View > Layout, where there are several default layouts available to you to chose from. Besides those, you can also use the menu items in
View > Groups to create extra groups of tabs as needed.
The Origami package extends this built in functionality by allowing you to create and destroy "panes" in a variety of ways, and also includes the ability to save and restore window layouts.