Did you try this:
- Send a shortcut of the game .exe to the desktop if there isn't one there already
- Right click the shortcut and select "Properties"
- In the "Shortcut" tab, add -w after the end of the text in the "Target" box
- If -w doesn't work, maybe try -window or -windowed
(https://www.ghacks.net/wp-content/uploads/2014/05/window-shortcut.jpg)
Should look like this
- If these all fail, try looking up instructions for editing the game's .ini (Config) file
I'm not super experienced with old school games so I don't know if this usually works with all games but it has always worked for me when I have tried it.