@MegaPeg44 Yeah, normally this game should run full screen... that X button shouldn't be there. The process to actually get it windowed is rather contrived though, so I doubt it's something you did by accident. Unless other things can cause it, that is. Did you set any command line parameters in the game's origin settings?
Anyway,
-The "exe file" I mentioned is the game's program file; it's the thing you would have enabled that compatibility mode on. If you'd enable file extensions, you'd see all such executables have the ".exe" extension.
-With "your system" I meant your Windows version and your device, yes. I assume this "Surface Pro 3" is some kind of Windows tablet? That may indeed make some difference...
Maybe this is relevant? I've heard that changing that "display scaling" option fixes stuff in some cases.
https://www.microsoft.com/surface/en-us/support/apps-and-windows-store/app-display-issues