Sorry, inudog, but Civ3 is a "full-screen" application. You can ALT-TAB between it and other running applications, but it always wants the full screen when it has control.
You may be possibly referring to the options for using a fixed resolution. If you set your monitor's resolution very high, and then set Civ's resolution to it's lowest setting (1024x768), it *might* appear as a centered "window" on your screen, but it is not a window in the true sense of the word.