Sorry to say but if you a open a new window from an existing window it will still be in the same session, same thing goes when you open another tab.
I think the solution resides in setting in the session an array or a list of any type containing all the visited URLs by the user.
At the beginning of each page that is called
you should check if this url was visited or not, if not let him do whatever he wants otherwise force redirection to the home page.
Remember that a session ID will remain the same as long you did not log out or session did not expire and you are in the same browser not matter how many tabs you open or how many windows you open.