In Reality Hub terminology, Engine Display Window refers to the separate scene-preview window that activated on the Engine Host.
To utilize it, you have to disable renderoffscreen option in the Launch Parameter section, as illustrated above.
This window is sometimes called the Game Preview Standalone or the Render Preview Output.
To disable the full screen, click F11 on your keyboard.
Closing the Engine Display Window stops your Engine.
Minimizing the Reality Engine display window might affect your performance. You can leave it aside or keep it in the background.
Instead of going back and forth to the Engine Display Window to check your scene, you can utilize the Advanced Preview Monitor feature without leaving the Reality Hub interface.
For Reality Engine, see Advanced Preview Monitor
For Unreal Engine, please visit Advanced Preview Monitor for Unreal Engine
For Lino, please visit Advanced Preview Monitor for Lino