The Clocks palette can be a floating window, a normal window, or a desktop window.
On macOS 13 or later, choose World Clock Deluxe > Settings. On macOS 12 or earlier, choose World Clock Deluxe > Preferences. Then click Palette.
Choose a level from the Level pop-up menu.
The default level is "Floating window". The palette floats over all open windows, remains visible if World Clock Deluxe is hidden, and doesn't make World Clock Deluxe active when clicked.
If you choose the "Normal window" level, the palette will be covered by other windows as you make them active, hide when World Clock Deluxe is hidden, and make World Clock Deluxe active when clicked.
If you choose the "Desktop icons" level, the palette will lie on the desktop under all open windows and won't make World Clock Deluxe active when clicked. If you use Spaces, it will be available in every space and it will remain visible if you hide World Clock Deluxe or show the desktop using Mission Control. You can temporarily bring the palette to the front by clicking it: as soon as you'll release the mouse button, the palette will slide back on the desktop.
Control-click the palette's background and choose a level from the Level submenu of the shortcut menu.