Apologies if there's already a thread/threads about this - I did search.
You guys do a fantastic job of allowing us to play good old games, and I imagine the biggest part of your job is getting these games to become compatible with new hardware and software. However, one thing that doesn't seem to have been acted upon (as far as I'm aware) is that our screens are considerably bigger now, compared to what they were 15 years ago.
I love UFO, Warlords Battlecry, and all of the other games you are releasing - but I have no desire to run them full-screen at either 1920x1200 or full-screen at a lower resolution. A lot of these games don't support much higher than 1600x1200, and frankly it'd be nice if we could just run the games in an 800x600 window.
Is there any way of running these games in a window, short of installing GOG games in a virtual machine?

If the game does not run through DosBox, and does not natively support a windowed mode, then, no.
For a select few games third party mods may be available that let you do this.

The first thing to try would be the standard command, Alt+Enter. Some games don't recognise this but have a windowed mode setting available in a configuration file (where it is and how to turn it on depends on the game).
Failing that you could try D3DWindower. This probably doesn't work with all games, but it's well worth trying and is much easier than a virtual machine.