It is called the detached mode.
To enable detached mode for a window, click on the drop-down arrow on the left of the title bar of the window.
Now you can move this window anywhere, to a second monitor, or to other monitors. You could connect as many monitors as you have, and it will work.
Another application of the detached mode is to make a window stay in one place while you are scrolling the window below it to the left and right. By default, when you scroll, say, a playlist window below, the smaller windows (such as effect windows), will disappear. But if you detach smaller windows, than they stay put while you are scrolling through the playlist window below.