Firstly - obvious fact - there is no option to launch a game in windowed mode. So the only other way, the game is given a "true" if a windowed mode can be enabled by pressing ALT+ENTER. This works, I guess... but not on Windows. I've checked Steam version - can't go to a windowed mode like this. Checked forum - nobody on Windows seem to be able to go windowed with it, either.
So, I've tried using dxwnd - doesn't work. It's glitching out. And a reason, why it's glitching out (I guess), is that this game always works in desktop resolution, even if a different resolution is set in game. That is - let's say desktop's resolution is 1024x768 and resolution set in options 640x480. What a game will do, it's going to render objects 640x480 and upscale it to 1024x768 (you can check it by making a screenshot using external program like Steam or Fraps).
Here's a developer explaining it in his words:
other threads related to it:
I guess it would be important to add the information of Windowed Mode that can't be enabled on Windows. Because of that, obviously - borderless windowed mode would be also unavailable (it isn't natively supported and programs require a game to be running in windowed mode in a first place to even work). The problem is, how do we do it, now, with Windowed Mode being present everywhere except for Windows?