Although my reply is quite late, I want to put this out there for other new mac players. I was wondering about this when I first started as well - what you need to do is right click your MapleRoyals client and then click 'Show package content', then click on Wine/wineskin and click on 'set screen option' - you should then select the fullscreen option and apply it so it will save your preference for next time. Once you're in game you can use the cmd + tab option to change your window from fullscreen to window.