While you can set your search settings to open all search results in a new window, Bing is testing an icon that lets you do that for each individual search result.

Bing is testing a new icon in its search results interface to let searchers open the search result they are interested in directly or in a new window.

Some searchers are seeing a rectangular box with an arrow when you hover over a search result. It can display on an ad or an organic listing. The icon’s alternative text reads “Click here to open in a new tab,” and when you click on it, it opens that result in a new tab while keeping the Bing search results in the previous window.

Here is a screen shot from The SEM Post blog:

I tried but was unable to replicate this across several browsers on both Mac and Windows.

Bing, as does Google, has a search setting that lets you set this behavior by default. You can select “Open links from search results in a new tab or window” in the search settings as well: