If the game doesn't support borderless window, you natively can't do that. I never bothered to look, as I'm on single monitor and don't feel like going multi, but I believe there are some softwares which can force borderless window mode, although I doubt they'll work with all games.
There's also a very unstable workaround for doing that without anything else. You need to set the game in windowed mode with your desktop's current resolution and the game resolution being equal, and then set your windows' task bar to auto-hide itself.
You would need to slightly reposition the window each time before having a seemingly borderless setup, and if the game doesn't support mouse capturing or features "view panning" mechanics (like RTS or MOBA games) it will yield ludicrously bad results, but it works otherwise.
A friend of mine did that with MGR:Revengeance and had no issues with it.