Last time I saw this asked was about 2012, so here it goes.

Anyone know how to get the game to play in windowed mode ? It is fine full screen for me (unlike the original DK), however I want to try it in a window. I did try changing the Screen Windowed registry entry from 0 to 1 but that made no difference.

You could try using wndmode. Just download the archive and unpack it into the game's folder.

Note that I've not tried this solution myself and I'm simply reporting what it's written here.