I'm looking for a JS library that will allow me to open several images by clicking on their thumbnails and be able move the opened windows (divs) by dragging them.
It has to allow you to open more than one image at a time (so you could drag them and compare them).
A library which would work for you is Highslide (free for non commercial use), which I've found easy to use. Click the images on the home page and you'll see you can have multiple open at once.
There are also lots of popup gallery plugins for jQuery, you may find something of interest in this Top 14 list.