One of the built-in option to do so: use pinned tabs.
http://dailydotnettips.com/2016/01/21/persevering-and-separating-the-pinned-tabs-in-visual-studio/
If you don’t want to read a external page just for setting:
Tools -> Options -> Environment -> Tabs and Windows -> Show pinned tabs in a seperate row
It’s not completely what you want, but it’s free and may be useful.