Is there any way to play this game in windowed mode?
In order to get windowed mode in the first Cultures you have to add the -window flag to the GOG shortcut so it looks something like this:
C:\GOG Games\Cultures and Cultures 2\Cultures\Cultures.exe -window
You'd then have to change the color depth to 16 bits.
Cultures 2, on the other hand, doesn't support a windowed mode, unfortunately :(