1) go to the game main folder, then navigate to

XCom-Enemy-Unknown\Engine\Config

2) find the file

BaseEngine.ini

3) open it using the Notepad, set Fullscreen to False and Borderless window to True, like this:

Fullscreen=False
BorderlessWindow=True

save and then try running the game

if it did, give this guide a thumbs up for visibility, i might update this later with pics to make it easier to follow, but its all very straightforward