The installer is the basic Game Maker compiled one and has always worked perfectly fine so far, as it has for many other games. If it somehow didn't for you, I would need more information to do something about it. You might want to alert the Game Maker team as well.
There is also a portable version that doesn't require installation however!
if you meant that the game crashes past the first screen, that's in all likeliness because you are missing drivers:
https://www.microsoft.com/en-us/download/details.aspx?displaylang=en&id=35