Fullscreen on an iMac with a 27" screen running Yosemite 10.10.2.
In the American version if you look at the Build/Buy menu in the upper right hand corner of the screen, you should see all the way at the end of that bar a "..." which if you put your cursor over it it should say "Options menu" or at least "Options". You click on that and go to "Graphics Settings". From there you should be able to change from Fullscreen to Windowed mode. You can also change your graphic settings (Low/Medium/High) and the resolution of your game.