To switch screen modes between Full Screen and Windowed requires the following:
- stop pedaling and wait for the Menu button to appear
- click the Menu button
- click settings
- change the screen mode radio button
- Click OK
- End the ride and close the Zwift app
- Start the app and start a new ride.
This is horrible. Every other video app simply requires clicking the maximize button or pressing Esc to toggle between Full Screen and Windowed modes. Also related, there is no way to minimize the app when it is in full screen mode.