Game has to support it, though there is a program that is supposed to force other programs (games) to display in full screen window mode, even borderless. It doesn't work with every game though, so a huge YMMV is to be said about it. Tried it once for a game I wanted to run full screen window borderless and it didn't work. I'll see if I can find it, as I did download it a long time ago. Not sure if it been updated at all since then.