Because it is called "Windows" most programs do not run maximized by default, they run in windows. Most programs remember the size of their windowed version so if you resize the window (not maximize it) then shut down cleanly; it should open that size again.
But if you want a program to open maximized/Fullscreen as soon as it opens then right-click on the icon you use to open it, choose Properties, go to the Shortcut tab, set RUN to Maximized and click OK. You have to do that for each program shortcut you wish to work that way.