The best approach to create new window in WPF using MVVM

Some MVVM frameworks (e.g. MVVM Light) make use of the Mediator pattern.
So to open a new Window (or create any View) some View-specific code will subscribe to messages from the mediator and the ViewModel will send those messages.

Like this:

Subsription

Messenger.Default.Register<DialogMessage>(this, ProcessDialogMessage);
...
private void ProcessDialogMessage(DialogMessage message)
{
     // Instantiate new view depending on the message details
}

In ViewModel

Messenger.Default.Send(new DialogMessage(...));

I prefer to do the subscription in a singleton class, which “lives” as long as the UI part of the application does.
To sum up: ViewModel passes messages like “I need to create a view” and the UI listens to those messages and acts on them.

There’s no “ideal” approach though, for sure.