How do I create an MDI application in WPF?

There is no built-in support for Multiple Document Interfaces (MDI) in WPF. Here is a post from Nick Kramer at Microsoft on a way to build an MDI application using a mix of class Windows Forms technology along with WPF:

http://blogs.msdn.com/nickkramer/archive/2005/07/08/436329.aspx

That said, you can simulate some of the features of an MDI application by setting the Owner property of a Window to the main application window and by setting its ShowInTaskbar property to false. For details see the topic