You can always tell which window or tab you are in by looking at the title bar.
Even with multiple windows open, you can still tell where you are by looking at the title bar of the currently opened window.
If you stagger the windows slightly as you open each one, you can trace back which path you took to this current window. In the example below, you can see from the opened windows that the user went from Event Screen > Event Location (Ballroom A) > Event Resource Setup.