Here’s the issue in general:
You have a new iOS device (iPhone, or iPad), and you want to make it just like the old iOS device you’re replacing. I have personally tested this process with iPhones and iPads on a Mac, but the theory should apply to Windows as well, and probably to iPods as well.
Here’s the specific situation you find yourself in:
You have a new device, and you want, or need to turn it on right away. If, for example, you go to the phone company’s store, and buy a new iPhone, or iPad, and you have them stick in a new SIM card because your old phone uses a different SIM card, you can now use the new phone immediately, and your old phone should not be turned on again, as the phone number now routes to the new SIM card in the new phone.
Now… You go home, plug your new phone into your computer to synchronize it with iTunes. iTunes will say that it’s detected a new phone, and ask you if you want to treat it as a new phone, or synchronize/restore it from a previous phone. This will most likely be the old phone you just replaced, as it should have been the last one you synched with iTunes.