When F12 key doesn't work for exiting the full screen mode, press ctrl+alt+f1 to log to a linux text console, then press again ctrl+alt+f7 to return to the X desktop and hit F12.
The windows should be reduced in size and not being anymore at full screen.
If this procedure doesn't work, the last thing you can try is to logon to the text console and to kill the wineserver process, then you can restart the application normally.
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