I always have to mess with the Properties on the SH3.exe, and I use this image a lot:
That's in an SH4 install in Win11, but the same applies for SH3 and Win10, but you might have to change the Compatibility mode to WinXP. The top window is from hitting the "Change high DPI settings" button, but you probably won't have to use the top tick box and settings, only the lower... unless of course, you have a high DPI screen, and use Windows "Scaling" to increase your icons and text size... This is in addition to what Oubaas says about the Save folder... I would also advise not installing the game in a Program Files folder, because you are almost assuredly going to want to mod the game...