What do you mean exactly?
If you want to play the same game in two windows then that's about as simple as plugging in a second monitor and having that display whatever is captured on your first monitor.
If you want to play 2 different instances of Warcraft 3 at the same time then you simply run the game twice. Go to the Battlenet launcher and press Play, then minimize and press Play again.
Also, you can change the display to either Fullscreen, Windowed, or Borderless Windowed mode in the Options menu under the Video settings. You probably want to set it to Windowed mode so that you can adjust the window size and move it around.