Unlike many casual games, Dark Parables - Rise of the Snow Queen does not have a Windowed mode. At least I don't see one listed in the game options. I think the Full Screen only puts black bars on the side of the screen when you're using a widescreen monitor.
I assume you're trying to do something like
***this***, which might work with a windowed game. But I don't think it will work with a game that has no Windowed option.
If the game is Alt-Tab friendly, you might be able to play it while having your walkthrough open in the background, minimizing with Alt-tab whenever you need to consult the walkthrough. Alternatively if you have an old laptop you could have the walkthrough open on that while playing the game on your main computer.