You can't get true WIndowed mode. Civ3 was designed to be a full-screen application.
However, if you set your system resolution to greater than 1024x768, you can get a "pseudo"-windows mode. In the civilization3.ini file (or ptw.ini, or conquests.ini, as appropriate) add the lines:
This will tell Civ3 to keep the system resolution (i.e., not force it to 1024x768) and tell it to run at 1024x768. This means you will have a 1024x768 "window" in the upper left of your screen that Civ3 is running in. The remainder of the screen is visible/available for you.