It normally depends on the game
Most games are ok on fullscreen-windowed mode unless they have captured the mouse pointer.
eg: DOTA2 -
when in menu - you can just move the mouse to the opposite screen and it works
when in console - same as above
when ingame - the game captures the mouse pointer and you have to alt-tab to release the capture.
Most FPS games & fullscreen RTS games seem to capture the pointer meaning you have to alt+tab
Some MMO's don't require alt+tab in fullscreen-windowed mode tho as they don't capture the mouse/pointer.
In some games you can set capture to 0 but with most it depends on the game (eg: dota2 you mostly want to drag the mouse to the side of the screen to move the view of the map)
I've not found any programs to mess with the capture, would guess you could setup a macro on keyboard or mouse for alt+tab but that's not really much help tbh, just means hitting less keys.
I think you can click over to the other screen using steam overlay but you might aswell alt+tab.