How to make my banner to open the new window (target attribute)?

You only need to add some code to the banners link. Banner format you can edit in  Configuration > Banners & Links Formats
1. you can make this to be default for all banners:

change banners format target="_blank" in <a href......> tag...

Let's see an example for image banner code:
<a href="{$targeturl}" target="_top">
  <img src="{$image_src}" alt="{$alt}" title="{$alt}" width="{$width}" height="{$height}" />
to make it opening in new window, just change the first line like this:
<a href="{$targeturl}" target="_blank">
This causes that all banners (with this banner format) will be open in new window. 
2. use target attribute variable from banner values:
Better is to use target attribute variable from banner settings. Into banner format add {$target_attribute}
and set target value in each banner.
Your banner format will look:
<a href="{$targeturl}" target="{$target_attribute}">...
More about Banners & Links Formats you can read here: