WPF has no concept of MDI - this was deliberate as MS were trying to "kill" MDI altogether (and for good reason: it's a pretty bad design).
Your options are simple: use a Tabbed Document Interface (about as close to MDI as standard WPF gets), switch to WinForms which does support MDI, or use an external add on such as
AvalonDock[
^] - I've not tried it myself, but ...