If you are running it on windows you can add command line parameters to the exe.
It is explained in the manual.
For example:
-screen-fullscreen 1 -screen-width 1600 -screen-height 900
(I think you can use command line parameters on Mac and Linux too but I'm not sure exactly how to do that since I'm not using those operating systems myself, but here one way is described: https://superuser.com/questions/466917/how-to-set-launch-options-for-programs-on...)