Lightning Console apps provide split views, workspaces, Tabs, and a Utility Bar, which enhance productivity. To create a console app, make sure to select that the application be of console type.

To create an app, go to Setup | App Manager | New Lightning App.

The following screenshot shows the radio button that you need to select to in order to create a Salesforce console application:

The console app screen resembles something such as the following, with the ability to open Parent Records as subtabs, and further related records can subtab themselves from the Parent tab: