What are the available options for displaying multiple windows in Hololens? For example having the main XR application we developed and at the same time display Microsoft edge, power point and photos
You have two choices here:
That's it. There is nothing in between. The only known (to me) exception to this is the Holograms app that is kind of fullscreen but its holograms coexist with the windowed apps. Such non-exclusivity, last time I checked, is not available for third party apps such as yours. There is simply no public API for that.
This has been a somewhat frequently requested feature for fullscreen apps for some time now.
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