Here is a screenshot of Windows modern UI applications running within a window, rather than full screen.

As you might have heard, at the BUILD conference last week, Microsoft unveiled that one of the elements of future versions (or updates) of Windows will be the ability to run Modern applications mixed in with desktop ones, that is, running in a windows rather than full screen (as it happens in Windows 8 and Windows 8.1).

Modern UI applications are applications that follow the UI style initially called Metro and are powered by the WinRT engine. Here you can see how your desktop might look like in the future.