When I try to run the gmlive-server.exe a window pops up but it quickly (almost instantly) closes. Why is this? Could it be my antivirus? (I'm using McAfee)

You can shift+right-click a spot in the directory and pick "Open Command Prompt/Powershell window here" and run it from there ("./gmlive-server.exe") - that'll show you what the deal is. Maybe the port is taken or project is malformed?