The game defaults to fullscreen and the options menu gives you no option to switch to windowed mode. Alt+Enter doesn't work either.

Fortunately there is a key that switches from fullscreen to windowed and back.

F11.



From there you can manually resize the window to your desired size just by the usual window corner dragging we are all used to.

Hope this helped. I much rather play this type of game in a window than fullscreen myself.

YMMV as always. Have a nice day.