Hi, is it possible?
Thanks.

Howdy!
Found this; try it and lemme know :)

Go to the Settlers folder, then Config, Profiles, Savegames,etc.
Go into the Config folder and open the Options.ini file in a text editor. Inside under [Display] you'll find Windowed=0. Change the 0 to 1.

That's it!

Thanks but there is no config folder, neither in the installation folder, nor in the documents folder. and there is no options.ini

Oops. Don't have the game so can't try it. I've actually managed to play other Settlers games in windowed resolutions.
Wonder why folks post this sayin' it's true. Better contact gog support; go for it ;)
Sorry I couldn't help ya ;(