Most window managers with a panel allow use of multiple virtual desktops or workspaces; they're like multiple screens. Each window can appear in one or more workspace. This way, you can use many more applications at the same time or sort running applications to work more efficiently.

Thumbnails of them can be seen on the panel.

Each rectangular shape in a thumbnail represents a window. In my case, I have a big SeaMonkey window, that is the dark gray rectangle: it's the active window. All other rectangles represent other windows on my screen. On my second workspace, I have only one small window.

To switch to another workspace, click its thumbnail on the panel, or scroll with your mouse wheel while the mouse pointer is on the desktop background.

This depends on which window manager your using.

In OpenBox go to-

In JWM got to-

JWM

WindowManagers Window Managers

OpenBox