The answer is pinned above in
this thread
"Both winSPWW2 and winSPMBT are designed to run in both windowed and fullscreen mode.......HOWEVER...... not all windows based computer hardware/ software combinations can run fullscreen mode correctly but all windows based computer hardware/ software combinations CAN run windowed mode and windowed mode is the RECOMMENDED METHOD OF RUNNING EITHER GAME. If you CAN run the game in fullscreen mode with your computer hardware / software combinations, congratulations. If you CANNOT run the game in fullscreen mode but CAN run it in windowed mode then The Camo Workshop and Shrapnel games considers either game to be running and functional"
There are then some work-arounds ie borderless gaming etc.