Currently, there are 2 issues with ClickUp Desktop for Windows that make it far less usable than the PWA install version:-
1. You can't simply right-click the taskbar icon and open a new instance.
You have to open ClickUp and then go to the menu to open one. This can really slow things down.
2. Which leads in to point 2. - It needs the ability to easily open a new ClickUp instance in the desktop screen you are already on.
Point 1. becomes a problem when you have ClickUp open on different a desktop screen than the one you are on (as you can have multiple desktop instances on both Windows and Mac, using Windows Key+Tab on Windows).
ClickUp does not focus on/move to the desktop screen it is already open in, so you have to manually find it to then open a new instance, to then move that instance to the desktop screen you were previously on.
It would be far easier if a new instance just opened in the desktop instance you are already on, like the PWA version does.
Note: It is annoying when some apps switch desktop screens to the one the app is already open on before opening a new instance. OneNote for Windows 10 does this, and it is really annoying, especially when you have many desktops open. But it is better than not being able to open a new instance quickly at all.
The best approach is for a new instance to just open right there in the desktop you are already on, regardless of if ClickUp Desktop is already open on another desktop screen.