Creating a game with rectangular shapes
First off, you don't need to explicitly inherit from object when creating classes. In Python 3.x, you can just type class MyClass:, and leave it as that if you aren't inheriting from any other classes.

Secondly, I think your current design is fine, as long as the Screen class implements more methods, and the GameManager as well.

Finally, just a little nitpicky tip, your variables Window, and Game should be renamed to window and game.
Likewise, in Screen, the attributes WIDTH, HEIGHT, SURFACE should be renamed to width, height, surface, respectively.
Actually more than being nitpicky,
these recommendations come from PEP8, the Python style guide.