To enable windowed mode:

1. Add a text file called "wme.ini" to the game's installation folder, containing the following:

[Debug] 
AllowWindowed=1

2. Open Settings.exe and checkmark "Run in window".

There are some other options that can be enabled in that INI file:

• "DebugMode=1" will enable debug info during gameplay. NOT allowed during runs.
• "ShowFPS=1" will show an FPS counter.