This war of mine is a random play through game actually and after starting first game and finishing it it shows up all the options to select what one wants to play, what characters, what variant, even custom scenarios.
I can say that 2nd game with the same group so far is much easier in terms of getting stuff, also having 3 to play with rather than 2 helps too lol, one has to learn the limiting game mechanics the hard way. So far I'm scavenging only with 1, the one biggest backpack. The rest are house guarding/keeping. But if one goes on a killing spree then I think it will become necessary to rotate the scavengers. Having the house setup in a way that they don't run all around it saves time too, sleeping in the basement... game doesn't care. Some of the game mechanics one as to discover randomly or read about, there is some weirdness and wastefulness for sure.
ALT+TAB only works after switching game in settings, yes there are now settings accessible after playing the first game, and toggle fullscreen off/on, that likely switches it out of exclusive fullscreen where it can't handle ALT+TAB back properly.