External links should open in a new tab (by using HTML's target="_blank"). Since browsers implemented tabs (replacing new window), it's considered a good practice to open external links in a different tab.
Main reasons are:
<a href="http://support.microsoft.com/support">Support</a>
❌ Figure: Bad example - External link opening on the same tab
<a href="http://support.microsoft.com/support" target="_blank">Support</a>
✅ Figure: Good example - External link opening in a new tab