When you press F12 you reload the game and get the intro scene again. I don't think F11 does anything.
I think in some RPGM games it's either F4 or F5 to go fullscreen (but it appears you don't have it available or active in yours).
To go full screen for this game (and other RPGMs that use RPGM VX Active, etc) all you have to do is press F1 to pull up the game properties menu and you should see the first choice to "Launch in Full Screen". Click that, then simply close the game and restart it and it should play in fullscreen for you.