When you first set a link, you don't have control over how the document is opened, but when you edit such a link to an external document, you can specify if the linked document should be opened in the same window, or a new window:

Just change the "Widnow set by user preference" to "New window".
This way, when the user closes the newly opened window, the main document is still open.
Karl Heinz Kremer
PDF Acrobatics Without a Net
PDF Software Development, Training and More...
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