Do you mean you want the game running in a window? Thats called window mode, not windows mode. Anywho if thats what you mean then you need to right click on the shortcut for the game. There should be a box labled "Target" After the text in the box add a space and then -window.
I just quickly grabbed something from my desktop to make an example (of course the path in the speech marks will be different for yours)
Code:
"C:\Program Files\FileZilla Client\filezilla.exe" -window
That should force it to run in a window.