There is a thread in this subforum: "Can This Game Be Played in An Actual Window"
Hi Malor, if you go too the Shadow Empires folder and look for a "windows.txt"text file, inside it, you can change window_mode=off to window_mode=on
You can also set a custom resolution inside it, i run it slightly smaller then my gaming screen.
I suffer from the same problem that you have, multiple monitors
You will not be able to resize the window with using your mouse, you can only change the window size in the text file (just add in the values you want yourself)
If you press "PREFS" (Preferences I assume) and go to "Gfx & Resolution" There is a "mouse lock" option, untick it, and you'll be able to move the mouse outside of the program without having to minimize. Hope this helps you :)
(I almost refunded the game on release, due too these 2 things myself I'm a 4 screen user and yes, I do need them all! )