Apples to: Client (excluding Android)
If you want to pass Windows special keys to your server (alt+tab for instance), you'll want to be in "Immersive Mode". Immersive Mode is default off with the setting at 0. If you want to turn it default on, you'll have to change the setting to 1. You can also use the hot key
ctrl + alt + i to quickly toggle Immersive Mode on/off.