you need a setup.agc file in your app project folder along the main.agc.
setup.agc :
rem
rem ----------*** AGK Setup File ***----------
rem
rem NOTE: This file is used by the core binary
rem to configure basic setup values required
rem prior to execution of the AGC source code.
rem No spaces allowed beyond this point:
rem Window title (delete to hide window bar)
title=AppTitle
rem Specify the initial device width
width=480
rem Specify the initial device height
height=320
rem Specify to run in fullscreen or not (default is 0 : windowed mode)
fullscreen=0
for windows, to integrate this window into another program you can play with HWND's window's position and Send commands (by API) to the HWND or keystrokes to control it.
You can easily detect and retrieve a window Handle by its title

(possible with all the main languages)
For Mac it's also possible but i have never tried to deal with it.
Good luck