Use Windows Applications no fullscreen - Just default App window size

Hello everyone.
I'm struggling to find a solution to this problem and I also unsuccessfully Googled for advice, getting frustrated.
I'd like, when I open an App through Parallels, to just open the App, and not the whole OS.
I configured the VM to run at login and the Apps to be shared, but I seem to can't find the setting to NOT open the whole VM on App invocation.

Please, any help greatly appreciated.

Thanks in advance for any kind of support.
Regards, have a nice day.

Kindly, Giuseppe.