If the application is run in "true" windowed mode (the app itself requests for windowed more) then no mouse capture at all (and no forced resolution, etc.). It's just a simple windowed application like any other.

If the app is forced to windowed from fullscreen mode then mouse could be captured but currently it isn't (unless the game itself captures it) because you couldn't move the game window otherwise (which is a basic point) when the app has the focus.
I'll consider the hot-key because tying it to the option 'Capture mouse' would be unfortunate, capturing is the default.

If the app is forced to windowed from fullscreen mode then mouse could be captured but currently it isn't (unless the game itself captures it) because you couldn't move the game window otherwise (which is a basic point) when the app has the focus.
I'll consider the hot-key because tying it to the option 'Capture mouse' would be unfortunate, capturing is the default.

In this particular case the game is forced into window mode and the trouble is it does not capture the mouse, I assume the game figures it is in full screen and just x/y references the mouse with the known resolution hence the side menus don't work because the mouse runs out of the window ( off the screen to the game ).
I bring this up because DosBox, Virtualbox ..others give the app exclusive mouse focus until hot-keyed out ( yes i know this is a video driver emulator ) so again the request to have a capture mode for a forced window app with a hot key to release not necessarily tied to your existing mouse capture in full screen.

Options :
Capture Mouse FullScreen
Capture Mouse Windowed

Heck, this may be the only older game/app in the world that runs well with this driver that has hidden menus so it very well might be moot or not worth the trouble ... but i imagine about any circa 90's-2000 game would have the same problem in forced window mode if it relies heavily on the mouse.