The main WordSmith Tools Controller will be at the top right corner of your screen; it won't take up the full screen size and there's no need to maximize it because it only shows settings. Other Tools probably will be bigger and can usefully be maximized.
Make use of the Taskbar (or Alt-tab, which helps you to switch easily from one window to the next).
"Start another Concord window"?
You will see this if you already have a window of data and press New to start another concordance. You can have any number of windows open for each Tool, each with different data.
minimising, moving and resizing windows
It's okay to minimise the main Controller window when using individual Tools.
restore last file
A convenience feature: the last file you saved or retrieved can be restored when you re-enter WordSmith Tools. I've kept it to one only to avoid screen clutter! This optional feature is altered in settings. You can also generally access your last saved result in any Tool by right-clicking and choosing last file: