You can set the window size and position right after you open the engine, before any frames have been rendered. See the examples in the sdk_engine folder. They show how to open the engine and set a resolution...

Another thing, not sure about this, but from what I've learned in the past 10 days, you can create a device context, assign a custom bitmap to it and copy the engine's picture into your custom bitmap, which will show the engine in your own custom window... You can get a handle to the DC through the engine window's title name.

But, this involves DirectX programming, not that it is hard, but you have to learn it...

PS.: All this is C++, I'm not sure if it can be done in other languages, but C++ is similar in syntax to lite-C...