Open the attached project and open the Octopus_1k_bones scene.
Build a player with these build/player settings:
Target Platform = Windows
Display Resolution Dialog = enabled
D3D9 Fullscreen Mode = ExclusiveMode
Use Direct3D 11 = disabled

Run your new player. When the Configuration settings panel appears pick a resolution smaller than your desktop, then enable Windowed mode and click the Play button.

The scene is only displaying a particle system, whereas if you didn't chose 'windowed mode' you'd see that same scene as in the editor