Why didn't starting my project open a new window?

I have just started using UE4 due to a friend needing my help, so I may have just missed something.

I was given the task to create a Main Menu template for our game. After doing some searching on the internet, I saw that Unreal had documentation for creating a Main Menu. I followed all of the steps as precisely as I could, but something didn’t go right.

After following the steps, I compiled, saved, and then attempted to start my project. Once I started it, the project opened in the work window on the editor, not in a window all of it’s own. I watched the video given at the end of the “lesson”, and when they execute their example, it opens a new window, showing how each and everything works and looks.

I am even more frustrated with this because not only does it not do as I thought it would, but I cannot tell whether or not the resolutions I set work or not because nothing changes in the editor window.

If anyone could get a hold of me as soon as possible it would be greatly appreciated. Thank you to anyone who tries to help.