The WebBrowser control does not support multi-tab navigation. You'll have to create your own tabs (for example, using the TabControl control) which would contain instances of WebBrowser. There are great explanations on how it could be implemented here, there and there.
Then, you'll need to customize the context menu of your WebBrowser by adding the "Open In New Tab" action. That action will trigger your own implementation of multi-tab navigation. To customize the context menu, check this article: How to customize the WebBrowser context menu in C# WebBrowser Customization.