By SRB2Net, Werey means the Net Launcher available from the
SRB2 download page. If you launch windowed mode from here, be sure to also set a custom resolution at a multiple of 320x200, else the game will launch at exactly that and you'll be using an extremely tiny window.
You can also set windowed mode from the command line or by creating a shortcut to the main .exe and setting the proper parameters from there, again setting a custom resolution. Sample parameters are -win -width 640 -height 400.
Lastly, if you have the CPU/GPU power for it, consider OpenGL mode (a checkbox in the Net Launcher, else -opengl without the previous parameters). It makes for a sleek-looking game, but can screw up some visuals (e.g., I can't see the laser wall of pain at the start of Egg Rock 1's left path) and lag in large rooms with much to render, and many of you will already be devoting resources to streaming the race.