I'm using Lubuntu 16.04.1 and playing the game via Wine (it was in the PlayOnLinux supported games list). Some windows appeared during installation, but I gave them no importance because I was not worried about if the game would or not work; if anything went wrong, I could just remove the virtual drive with no troubles. However, the installation was succeded and I could play the game. But one problem has shown up: the game is always started in fullscreen, but in a windowed size. So, I play in a little rectangle in the middle of a black screen. Before the game start, it shows me the screen that I attached to the post, but may I select "y" or "n", the game screen keeps in the same format. Is it normal? If no, does anyone have the solution?

PS.: Alt+F4 and Alt+Tab don't work while the game is open. Does it happen in Windows too?

Thank you, it has worked. Now I can switch to fullscreen mode and have a fullscreen game.

But I have stucked into another problem: the emulator doesn't save my mounted drives, and I wonder if it won't be able to save config. I think it's a matter to DOSBox forums, however. Thank you again :D

Loot at your dosbox.conf file for the [autoexec] line (which is likely near the end). Below that, you can put in your mount lines here to automatically mount drives on startup.

By the moment I have already find it in an outer forum. I could even make the game to start automatically by using

mount t /home/billy/Games/Tyrian
t:
tyrian.exe

But I'm grateful that you came to help me. I was hoping no one would answer at the beginning because I couldn't find anyone in the same situation. Thank you :3