Jess,
From my understanding, the x-Frame Options is more of a policy that allows the website admin to determine how the webpage is allowed to be framed.
There are three options:
(Deny): page cannot be displayed in a frame
(SAMEORIGIN): page can be displayed in a frame on the same origin as the page itself (same domain, protocol, port)
(ALLOW-FROM url): page can only be displayed in a frame on the specified origin
When the website sends the X-Frame-Option: SAMEORIGIN, it means the site can only be framed by pages with the same origin as the framed page.
On the other hand, setting up a link to open in a new window (target="_blank") will cause a browser to open a new window/tab in your browser. There is much debate about the value of using it but it is often used to:
1. Ensure a page stays open. The link is loaded in a new window. When the user is finished reading/viewing it and closes the window, they still have the first page open.
2. Some people use them for references. For example, if you wrote an article that has references. You might link those references to their original source and have the open in a new window. This allows the user to view the reference and then continue reading the article.
I'm not an expert on this specific thing so maybe someone with more experience may be able to add on to this comment.