I know that in posts(answers/questions) I can use html, but when I try to write:
<a href="http://some_link" target="_blank">Link</a>
its not working, how to fix that?
I do not think this would make the site better. It is irritating if a link opens in a new tab (or window) if you do not want it to. If you want it to open in a new tab you can simply open it in a new tab by choosing that (e.g. Ctrl+Left click or Middle click).
See When should you use target=“_blank” on your links? for arguments of why you should not use