Expanding on the advice by @raghukamath:-
You can have documents in subwindows, where they share the same main application window and workspace using Settings → Configure Krita → Windows → Multiple Document Mode: Subwindows
Or, using New Window, you can have them in different windows with different workspaces:
There is already a lot of flexibility and possibility of making customised working arrangements. All you need to do is spend some time learning what can be done.