If you're talking about the MDI (Multiple Document Interface) you see in many Windows applications, it's not really all that common in Linux and GTK+. You'll notice however, that some of the more advanced IDEs (Anjuta, Monodevelop) do have "docking windows" which effectively allow a similar user experience.
Personally, I like docked windows better--and only in appropriate applications such as IDEs. You can read about various suggestions for use of primary windows and SDI vs. MDI in the Gnome Human Interface Guidelines (HIG):
http://developer.gnome.org/projects/gup/hig/2.0/windows-primary.html
If you do find you need docked windows, gdl is an api by the guys developing monodevelop and Anjuta. I've tinkered with it and it works quite nicely (
Docking Widgets in GTK+), however, it isn't mature yet and there is no documentation--just a demo application.