it seems the game starts in full screen mode only, there is any way to paly it in window mode?
Yes, check my guide here.
You just have to set the app a bit differently.
This guide doesn't work on my PC (DXWnd instantly crashes every time I "test" the settings or try to launch the game). But if anybody else is still wondering how to play unsupportive games in window mode, I found that a virtual machine will solve this problem very nicely. The freely available VMware player is all you need (and an operating system to install on it, of course).