@Eva Other than following the instructions in the readme.txt, I don't have many other suggestions. If you're using windowed, then you should use files from the window folder to copy the enb folder and the two dll files to the root of your game folder. The only other thing I can think of is maybe you didn't grab the effect.txt file (as there are multiple downloads) and put that into your root game folder as effect.cfg. If all that fails, then I guess you could try a tool like Windowed Borderless Gaming to handle your full screen windowed mode launch of the game and see if it behaves differently.
Edit: It should be noted that the most important part for the GPU to take over is the two DLL files. If you have issues with ENB, you can ignore that more than likely.