Microsoft says to use the Ctrl-T tabs to provide other windows. Without doing this first, browsers tend to close all your tabs and not let you see where you came from. Here is the Microsoft link.
The link above directly applies to Vista but seems to work in Windows 8.
Update: I wasn't seeing tabs in any browsers, and now it seems as though I see them on all, after doing Ctrl-T just once in W8. Bizarre.
It used to be that browsers kept all the separate new windows open (almost like frames); then it seems that on IE did that for a while, while Firefox and Chrome went to just tabs. Why?