If you want, you can probably do everything from one vim session! :) Here are some commands to turn one vim session (inside one xterm) into multiple windows.
:e filename - edit another file
:split filename - split window and load another file
ctrl-w up arrow - move cursor up a window
ctrl-w ctrl-w - move cursor to another window (cycle)
ctrl-w_ - maximize current window
ctrl-w= - make all equal size
10 ctrl-w+ - increase window size by 10 lines
:vsplit file - vertical split
:sview file - same as split, but readonly
:hide - close current window
:only - keep only this window open
:ls - show current buffers
:b 2 - open buffer #2 in this window