Example of creating a Processing sketch with multiple windows (works in Processing 3.0)

multi_window.pde

PWindow win;

public void settings() {
  size(320, 240);
}

void setup() { 
  win = new PWindow();
}

void draw() {
  background(255, 0, 0);
  fill(255);
  rect(10, 10, frameCount, 10);
}

void mousePressed() {
  println("mousePressed in primary window");
}  

PWindow.pde

class PWindow extends PApplet {
  PWindow() {
    super();
    PApplet.runSketch(new String[] {this.getClass().getSimpleName()}, this);
  }

  void settings() {
    size(500, 200);
  }

  void setup() {
    background(150);
  }

  void draw() {
    ellipse(random(width), random(height), random(50), random(50));
  }

  void mousePressed() {
    println("mousePressed in secondary window");
  }
}