You can set the window to any desired dimensions by going into the "settings" file in the settings folder. It helps to know that default level height is 160, and the skill panel is 40 pixels tall, so you will want the play area to be a multiple of 200 tall, or 400 if you use high-res.
Note also that you can tell NL what zoom level you want, for both the level and the skill panel. For example, I have my window at 1600 x 900, so NL would naturally guess that I want a 5x level and a tiny 2x skill panel, but I have overridden this to get a 4x level and 4x panel. (Yes, that totals 800, so default-height levels leave a bit of black space above and below, but I don't mind that.)
If these options aren't enough for you, could you be more specific about your screen resolution, window size, and what zoom options you would prefer to have?