Generic Question

I am new to the tool. If I want to open a generic SQL window, where I can type any SQL and execute it, with color syntax, syntax checking, completion, etc., how do I do that with Heidy? If not possible, is there any free tool that can do this?

This is a main feature of HeidiSQL:

Maybe I cannot understand the interface. I open a Stored Procedure for editing. I want to keep it open while I edit a second one, and thus compare visually the code or copy-paste. But as soon as I open a stored procedure the first one disappears.

Yes, the procedure editor can only be displayed one at a time. There is a ticket for enabling multiple editors at once, but that's also a concept of HeidiSQL for newbies.