All you need to do is specify the target attribute of the link tag,
The following code...
HtmlAnchor ahref = new HtmlAnchor();
ahref.HRef = "Your-PDF-File.pdf";
ahref.Target = "_blank";
ahref.InnerHtml = "Click this link to open PDF in a new window";
Produces:
<a href="Your-PDF-File.pdf" target="_blank">Click this link to open PDF in a new window</a>