I am assuming that these are exe files you are playing?
Unless you specifically set to Windowed Mode then they will always fill the screen - why would you want it any smaller?
Do you know which version of PTE these were created with?
As I said above as long as you allowed 'Control of Keyboard' then you can easily move through using the left & right keyboard arrow keys.
Also pressing the Spacebar will pause & restart the show.
If you didn't allow Keyboard Control, then you have no way of controlling.
You say some show controls so I assume you had the Nav Bar set to on with those.
You talk about moving through the video? but if these are exe shows then it is not a video.
The keyboard arrows or on screen arrows will move you through 1 slide at a time.
As I suggested above as long as you have the project files then you can recreate these in the latest version of PTE and set them up how you want them to play.
See Project Options - Screen Tab & Control Tab
You could also create an MP4 file as output which depending on which program you use to play them will allow you to quickly scrub through the video & adjust the window size it is played at.
If you don't have the original project files (you should always save these & keep backups) then you have no way of altering.
Hope this helps
Jill