Pro Surveillance System is not configured with a properly Picture in Picture (PIP) feature, but it comes with predefined settings that allow you to use 1, 4, 6, 7, 8, 9, 13, 16, 20, 25, 36, 49 or 64 windows. You can select how many windows you want to use with the blue toolbar above the main menu:
If you can't see the blue toolbar, make sure you have the latest version of Pro Surveillance System installed on your computer.