Add target="_blank" to menu item of type MENU_LOCAL_ACTION
There seems to be a module for this: Menu target.

In case you need to do it programmatically, you can have a look at the source code for inspiration. As far as I see, the module adds a special class to the menu items you select, and then some JS captures the click and opens a new window:

  $('a.target-blank', context).once('target-blank', function () {
    $(this).click(function() {
      window.open(this.href);
      return false;
    });
  });