thedetails: You should be able to configure that through dosbox. Look in the .CONF files in the install directory
Jim_Shannon: time right directory
Up a couple of folders in the base "ULTIMA 1" folder there should be a file called "dosboxULTIMA1.conf". Edit the fullscreen and windowed resolutions to your liking, and if you want it to launch in windowed mode change fullscreen=true to fullscreen=false. Also keep in mind that you can swap between fullscreen and windowed using ALT+ENTER while playing as well.
Also, and I always forget this about GOG releases, but there is a limited GUI to configure graphics modes in dosbox. You have to launch it from the start menu. Because each release that uses DOSBOX has it's own dosbox install you have to configure it per game. In this case it's in the start menu folder for "Ultima - The First Age of Darkness". For whatever reason you can't launch the GOGDOSConfig located in the folders inside the install directory, it gives you an error to launch it from the start menu.