This is actually part of the layout. Simply choose the window size and position (may also be on a second screen) of your liking, go to menu "Window->Customization->Save as Startup Layout...". Done. Of course this works with every layout, not only the startup one. So you could also have for example three layouts "Windowed", "Full Screen A" and "Full Screen All". Each of those with customized manager locations and palettes.
By the way, for a multi screen layout, I recommend to use "Window->Customization->New Group Window", maximize this on a secondary screen and fill with the managers and palettes you like. Even additional viewports are possible.