Hmmm ... mine has the minimize, windowed, and close (X) buttons at the top-right like most Windows programs do. If you have those, click the windowed button. If MAX still looks full-screen, then just drag by the top bar so you can then grab an edge to grab, drag, and resize to whatever windowed size you'd like.
Intel i9-10900K 5.10GHz, 64 GB RAM, Nvidia GTX 1080 ti 11GB, Windows 10 64-bit, dual monitor display