I'm afraid it's not possible in the recent IDEA versions. Please vote for IDEA-34593 or watch this issue for progress to get a notification when the issue is resolved.
UPDATE: As the issue was fixed, it's possible since IDEA 10, see the reply from MattLeidholm.
It's possible in IntelliJ 10. First, use "Window -> Split Vertically" like Mr Rothgiesser suggests; this will open the same file in two panes in your single window. But then, to get it in a separate window, click and drag the tab from the newly-created pane off the original window into its own space on the desktop (that sounds more complicated than it is--just drag the tab off the window).
The file is now open in both windows, synchronized just as Mr Midwood suggests.
In the 'Open File' or 'Go To Class' dialog, or Project view, press Alt-Shift-Enter (instead of just Enter) to have the selected file open in the current pane even if it's already open in another pane.
Shift-Enter will open the file in a floating window.
Older versions of IntelliJ
In older versions of IntelliJ (maybe before IntelliJ 2016): this shortcut was just Shift-Enter.