Desktop
Open the settings or options menu, then look for a way to launch the desktop without closing the game. This usually lets you run it in the background.
alt+tab
Open Settings
Windows shortcut...or Ctrl+Alt+Del function
Use Alt+Tab, Windows key, or Ctrl+Alt+Delete to navigate.
ctrl+esc
Alt+tab
Switch to next or previous item
Press Windows key, Ctrl+Alt+Delete or Alt+F4 to close.
As mentioned earlier, certain games stop when you press Alt + Tab.