I am trying to get the GOG Neverwinter Nights into windowed mode. I cannot find the ini file in the directory, and alt-enter simply minimizes the game. Any suggestions?

The file you are after is called "nwn.ini". Ensure you enable file extensions in Windows so you can see the full path - or else it may be showing simply as "nwn".

You then need to edit (or add if a line does not exist) the following under "[Display Options]":
FullScreen=0
AllowWindowedMode=1

Yea that is default for me I've done it many times in the past. It was not there unfortunately. Actually the folder was largely empty.
I did a system search and found it deep in some GOG Galaxy folders that did not indicate...
Did not realize it would since installed it manually.
Joys. But yay now for windowed!