In order to put RGT Screen in windowed mode or move it to a different window in a multiple monitor setup:
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Windows10: Press Alt+Enter on your keyboard
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MacOS: Press CMD+F on your keyboard
This will make RGT Cycling App run in windowed mode. Once in windowed mode, simply drag the window to the screen you want to use RGT Cycling on. You can also press the same hotkey after moving the window to a new screen to return to full-screen mode.