You can launch wizard step of type Custom Action in Lightning mode. If the wizard step is of type custom action configured to open in an existing window, when a third-party application is invoked, it opens the application in a new tab. For example, if you launch www.google.com using the custom action wizard and configured to open in the existing window, it launches the website in a new tab. When the wizard step is of type custom action configured to open in a new window, it opens the application in the new window.