The game currently grabs the mouse when in windowed mode. The SDL2 port (#2 (closed)) might make it much easier to fix this issue.
The issue as moved from Google Code also mentioned:
Pressing Ctrl-G ungrabs the mouse. Adding -nomousegrab to command line will start the game with mouse ungrabbed.
I can't reproduce this on Linux so far, for me the mouse is grabbed nevertheless.
I get the same problem with SDL2, nomousegrab option seems broken.