There are in the Front-End before you start the game, as well as in-game - change resolution to bigger one that is supported.
I've had the same issue. You can change resolution in full screen, but windowed seems to be locked at 800x600.
Digging thru the DLL yields another cool little discovery - courtesy of DarkStorm: You can start the game with the switch Code: toee.exe -window -geometry AxB Where AxB is the desired resolution (can be anything from what I've tried). &joy! (A future TFE-X release should probably integrate this...)