There are several options. You can use a right click and tell it to open a new tab, you can use the middle scroll botton on a 3-button mouse, and in setting->"configure konqueror" you can set tabbed-browsing options.
Sorry I left one step off. Under settings->Configure Konquerer you need to select the "web behavior" section on the left hand section of the configuration tool. Also what version are you using. I have 3.2.2.