Opening/Composing messages in multiple/separate windows

For a single message:
On the opened message toolbar, there's a little multi-window icon between the tag dropdown and the view dropdown.
Click it and it'll display the current message in a separate window. There's a similar icon in the compose view toolbar.

To change the behavior so it always opens new messages in a separate window:
Click on The Prefences tab.
Under Mail->Composing check the option "Always compose in new window".