Under the "Options Menu", the (...) button lower left corner, select "Options...". Under the first tab, "Graphics", in the upper left just under where it says Screen Settings, there's a check box labelled "Enable Fullscreen Mode". When this box is checked, the game runs in full screen mode, uncheck the box by clicking on it to switch to Window Mode. Click on the checkmark, bottom right, and after a couple seconds (I think the box that pops up counts down 15 seconds) the game will switch modes.
To switch back to Full screen Mode, simply go back into Options... and check the Enable Fullscreen Mode box.