How to open multiple instance of File Explorer

Quickest way to open a second explorer window is to right click on any folder and chose "Open in new window".

Maybe its just me but when I click on file explorer it opens a new one for me every time I left click on it....
alternative option is shortcut Win-E.
I've not done anything to my OS to allow this its native.

I just press winkey+e each time I want another instance.

not sure what exactly you are referring to... as many have given ways to do the same task...

to launch each instance in its own process:
folder options > View > Launch folder windows in a separate process

to open multiple file explorer windows:
open it once > right click on taskbar icon > File Explorer
or
Win + E repeatedly

for tabbed explorer windows:
qttabbar has released a new version that is compatible with windows 11

Pulcinella (Oct 21, 2021) above solved my problem, but left info out. The difference between "before" and "not getting multiple instances" is
before, the icon's Target field just specified the path\filename. Now it needs to specify C:\Windows\explorer.exe. You can also dictate what folder to open at using a parameter. Example: icon's Properties > Target: C:\Windows\explorer.exe /n,target (ex: "C:\Users\username\.....".

I have several shortcuts to various folders, including "This PC" on my desktop. Every click opens another instance of the folder in a new window.

Windows key+E will open as many separate instances of Explorer as you want. 22H2 will bring explorer tabs with it that will work in one instance of explorer..

I don't use multiple displays but I believe you will only be able to check this item when you have connected your secondary display to your computer. Otherwise, this option will remain greyed out. Is it connected and on?

Try right click on the File explorer in Taskbar. You'll get all the folders you need. And you can pin them so they always appear at the top... I prefer my desktop clean