Open new window in current active desktop

Whenever I click in an app icon in the dock it takes me to the desktop where the application is currently running. That's working good.

Although, sometimes, for example with terminal, I need many windows opened, or with finder, and I would like to know if there is a quick way to open a new window in the current active desktop instead of moving to the last opened window, I've tried CMD + Click, Option + Click and Control + Click. It is annoying to right click on the icon and click again in new window.

Anything I can do to achieve what I'm looking for? Maybe a script I can code?

Thank you in advance.