some screens have it in their settings (press the menu button on the screen and search around), some graphics card settings have it (for example, nvidia).
I have the "NVIDIA Control Panel" in the windows control panel, or when I right click the desktop. then go to Display --> Adjust Desktop size and position --> Scaling tab --> Choose the "Aspect ratio" radio button. that's the one you probably want. you can play around with the other ones as well, there's a nice description under everything.
if the game still doesn't follow the "keep aspect ratio" settings, check the "Override the scaling mode set by games and programs".