Module Document Interface, or MDI, means that you can have multiple LED Wizard windows open at the same time. Previously you had to launch new instances of the software if you wanted multiple windows open.
This means that you can easily drag objects from one document to another.
There are options for how you want to arrange multiple windows, including Cascade, Tile Vertical, and Tile Horizontal.
Remember that each document uses memory, so you should save and close documents when you are finished editing them.