I'm using DNN for a long time and have developed some modules, and I think DNN want to do everything in the same window(except the fixed link of course), this appears no so good for some cases. I want to know if I can show module's edit page in a new window, and just the modules edit page, without any other things such as top menu and control panel even open as admin or host, just the edit ascx content.

How could I do this?

AFAIK, there is not going to be an easy way of doing this.  You can accomplish it on a page basis by providing a skin with just a single content pane, but that is about it.

You can experiment a bit with a blank admin skin, but you have to be careful to not break anything in the process.