Remove window reference from app

There's no need to keep a pointer to the window in the app's private
struct. Remove it and use local variables instead when needed.

Signed-off-by: Marcus Karlsson <mk@acc.umu.se>
Spawn new windows from app menu

It's not possible to run multiple games concurrently without launching
multiple processes. Replace the new game item in the app menu with an
item that create a new window, that way multiple games can be run side
by side within the same process.

Signed-off-by: Marcus Karlsson <mk@acc.umu.se>