Whilst I don’t use the SafeZone browser.

I don’t know about an add-on to do that, I would imagine that it is simply an option in most browsers context/right click menu.

If you right click on a link - rather than just click the tab to open it - it will display a menu there are options on what to do, open in a new tab, open in a new window, open in a foreground tab, etc. etc.

See image attachment, click to expand.