All you have to do is follow this guide:

• Start the game and wait until you’re in the main menu
• Press alt+enter to switch to windowed mode from fullscreen
• Press ‘X’ to close the window
• When asked if you really wanna close the game, say ‘no’ (people have been saying to leave this box open, but it doesn’t seem necessary, so just say ‘no’ to close it)
• Press alt+enter again to switch from windowed back to fullscreen