You can't do it in tabs in the same window, but with IE you can have as many sessions that aren't aware of each other in separate windows: File | New Session.

It is one of the few things IE gets better (and has for a long time) than Chrome or Firefox where a single OS-level user can have at most two distinct sessions at any given time: one private and one not. It can be very handy from a development PoV when testing multi-user workflows in your application.

One caveat: if the site/application uses saved cookies rather then those set to expire at the end of the current session they will still interfere with each other when opened this way as saved cookies (those with an explicit expiry date/time) are considered global (with respect to the OS user) rather than local to the browser session.

I've not checked if this feature has carried into Edge. The clients I support are so backward that I'll not need to test against that this decade!