The first method is the most primitive. Start the game, press Alt+Enter. Part of the toy responds to this combination, switching to windowed mode. Unfortunately, this part is not great.
A more sophisticated way. Create a desktop shortcut of the game, if there is not. If the shortcut is available, you will operate with him. Click on the tab right button mouse, select menu "Properties" ("Properties" – for English version of OS). Fill in the line ' of the game "-window". For example:
It Was – "D:\Games\Data\Gothic.exe";

Was – "D:\Games\Data\Gothic.exe -window".
Click on the "Apply" ("Apply") and exit. Now start the game via the edited shortcut. It is worth noting that some games continue to run in a window even if you remove the words "window". Here it is necessary to prescribe another inscription, namely the "full screen".
The third way is inline. The fact that many modern games provide a windowed mode. You need only to activate the corresponding option in the game settings and everything.