Please navigate to the game installation folder:
- If the game was installed via GOG GALAXY, please select the game in GOG GALAXY, click on More -> Manage Installation -> Show Folder
- If the game was installed via offline installer, then you will have to manually navigate to the game installation folder, by default it's: C:\GOG Games\game-title\
Once in there find game's executable, right-click on it, and select Properties. In properties window switch to Compatibility tab, and here enable "Disable full screen optimization". Press Ok to apply settings, and try to run the game again using it's shortcut located in the game's installation folder.