The engine can do this with appropriate C++ code. You can tell, because the editor can have many windows on many monitors. You will have to dive into the renderer setup to actually set this up for your game, though. (You might be able to look at the editor, where it spawns a new window for a new editor, for inspiration.)
If you don’t want to track all this vaguely-documented C++ down, I see that there is a plugin on the Marketplace that claims to do this. I have no idea whether it’s any good, but from the description, it sounds as if it would let you do what you want: