If you're on a x64 CPU, then you just have to run the exe in "WindowsAppSDK-Installer-x64", for example. And also, you have to 'Run as administrator', by right clicking the executable. Also, you don't have to install anything from MSIX folder.
I have already tested the application on a different machine (other than the one I used for development), and I just had to install the Windows SDK runtime, and it worked just fine.
Can you tell me the Windows version you're on? I think the minimum version is 1809. Also, thanks for the feedback, I will test my app on a few more machines, and hopefully can make changes.