DOSbox and(/or?) ScummVM can be configured to run in a window (by editing the ini/conf file for a change in default behaviour, or via [alt+enter] for a temporary change), so the games running under those virtual machines should be fine...
Heroes of Might and Magic is one that fits your wishes (being
turn based).
To be honest, I'd be surprised if the
[url=http://www.gog.com/en/gamecard/chessmaster_9000]chess games couldn't play in a window as well (but don't take my word for it, I haven't actually tried them).