Kile allows you to have multiple projects open simultaneously. I almost always work this way.
On my systems (Arch Linux and Fedora), Kile only ever has one window. So, if I have multiple projects open, they will all be open in a single window. If multiple files are open, they are in different tabs. So I never have multiple project windows because my projects (and non-projects) all share a single window.
That said, this is how I want it, so I've never made the slightest effort to figure out if there's a way of changing it. (I have spent time trying to persuade other applications to use tabs rather than new windows, but I've no reason to try to change Kile on this score.)
The trick to managing this is to turn off the functionality which tries to guess which document is the one Kile should compile and to insist that compilation should always assume the currently active document is the one to compile.
The other thing to note is that changes to the project seem to be saved only when the project is closed. So, if you work on more than one system, you may need to do a little work to ensure your project retains changes you make on different machines. Though if you are on Windows, you probably quit your editor when you are done anyway, which obviously closes the project and saves the changes.
My only real gripes are two.
First, I would like projects to accommodate customised sub-folders in the project listing or for that listing to reflect the file system hierarchy.
Second, I would like to be able to set no-master-document in the project options so that nothing is compiled by default. Right now, I must either select a file as master or let Kile guess. But I don't want any file set as master and Kile has far too an obsequious attitude towards the aristocracy of files for my taste.
But the second problem can be effectively worked around (so that Kile always compiles the active file in practice, if not in theory) and, apart from these two gripes, the feature works well for me. (But will no doubt cease now that I've said so!)