In Station, there are 3 ways to open a link as a new page in the sub-dock:
CMD/CTRL+click on a link
Right click > Open link in a new page
Click on the "add a new page button" in the subdock
You can then hover over your app's icon to pop the sub-dock of the application where you'll see all the different opened pages. Plus, if you want to bookmark a page just hit the star icon near the page's name.
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Please bear in mind that:
Each app controls the behavior of its links. In Google Drive for example, the native behavior is that all documents open in a new page.
The behavior of each app is consistent across browsers. So the way links acts in Station shouldn't be any different than in Chrome or Firefox