I have a couple of solutions to this. Unfortunately, they use 3rd party programs that both cost money, but I feel they both are worth it (for this, and many other reasons).
Firstly, hyperdock enhances the dock with many new features:
HyperDock adds long awaited features to your Dock: Select individual application windows just by moving the mouse on a dock item, use mouse clicks to quickly open new windows and many more. (from the website)
The mouse clicks feature is what you need. You can easily replicate the windows 7 feature by adding a New Window Action for any dock item when Shift+Left click is used. Note that this will work for most apps. Eg with firefox/chrome it will open a new browser window.
This program costs $10. Make sure you buy the non-app store version though, as the app store version doesn't have this feature!
An other solution is Total Finder. This adds a lot of features to finder, such as tabbed browsing and cut and paste. It also has a visor feature - this lets you show and hide a special finder window with a single hotkey. I can't live without this now.
This program costs $18
There are likely other free solutions to this as well, but I haven't looked for them yet.