This game may not be set to full screen in the latest Windows environment. However, if you open "System.ini" and rewrite it to "WindowMode = 2", you can switch to variable window mode. If you want to play in a slightly different environment, you may want to give it a try. This is the same for other Action Editor 4 games.
WindowMode=2 … It changes to the window mode of the variable size. The frame of the window is dragged and the size is changed freely. It is effective only in the Direct3D mode.