Welcome to Adobe Forums.
Playing the .swf on the new window (On a button click) is possible by these steps :
1) Insert a button (Insert -> Standard Objects -> Button) on your slide
2) On Button Properties , under On Success (Action) -> Choose "Open URL or File"
3) Select your .swf (Browser your computer)
Note : Opening .swf on the same window will run the new .swf
Thank you so much for your help, Vikram!