Using the Alt+Enter to switch the screen mode between full and windowed is only an commendation by MS.
Although in the Win API there is a function implemented to do this, it isnt mandatory to do that.
Conitec chose another way. The engine also has two built-in functions for changing the mode.
Refer to the wideo_switch and video_set in the manual.
If you are new to using the manual open that and type the fullscreen word in the search tab's searching field and press enter.
Review the first two hits.