Once you have your Windows 8 OS installed and are familiar with it's workings, you should then proceed to install the Windows Phone SDK (8.0) if you wish to create games for that GameMaker:Studio target platform, and you can get that from Microsoft (here).
The Windows Phone SDK is a full-featured development environment which can be used to build apps and games for Windows Phone, and although you will be using GameMaker:Studio to create (or port) your games to this platform, the SDK is necessary for the correct functioning of that target module, as it includes multiple emulators that GameMaker:Studio needs, along with additional tools for profiling and testing your Windows Phone game under real-world conditions.
The Windows Phone SDK provides a stand-alone version of Visual Studio Express 2012 edition for Windows Phone or works as an add-on to Visual Studio 2012 Professional, Premium or Ultimate editions, so if you have previously been developing games for the Windows 8 App Store this SDK will be integrated into your current version of Visual Studio.
IMPORTANT NOTE: If you install the Windows Phone SDK 8.0 on a computer with a Gigabyte motherboard and the USB 3.0 host controller enabled in the BIOS, the computer might stop responding when it boots (for further details see Installing Hyper-V on Gigabyte Systems). To resolve this, disable USB 3.0 support in computer's BIOS.
The basic system requirements for Windows Phone are as follows:
Windows 8, Windows 8 Pro 64-bit (x64) client versions
6.5 GB of free hard disk space
4 GB RAM
64-bit (x64) CPU
However, should you need to use the emulator (as you have no access to a Windows Phone device) you will need to make sure that your system meets these additional requirements:
Windows 8 Pro edition or greater
Requires a processor that supports SLAT (for more information on SLAT support, please see the topic How To Get Windows 8).
Note that if your system meets the hardware and OS minimum requirements, but does not meet the requirements for the Windows Phone 8 Emulator, the Windows Phone SDK (8.0) will still install and run. However, the Windows Phone 8 Emulator will not function and you will not be able to deploy or test games from GameMaker:Studio on the Windows Phone 8 Emulator.
Once you have downloaded the WPexpress_full.exe file (available here) you should double click it to start the installer then follow the on-screen prompts.
NOTE: Each localized version of Windows Phone SDK 8.0 is designed to function with the corresponding localized operating system and localized version of Visual Studio 2012.
If you wish to see the release notes, then you will have to download them apart, as they are in a seperate file, and for further Windows Phone SDK 8.0 documentation and samples, see the Windows Phone Dev Center.
Once you have finished the installation, to start VS Express for Windows Phone, click the application in the Windows 8 Apps list.
If you have Visual Studio Professional, Premium or Ultimate installed on the computer, the VS Express for Windows Phone shortcut won't appear. Instead, start your Visual Studio instance as usual and then create Windows Phone SDK 8.0 projects using the installed Windows Phone templates.
NOTE: If you try to run a project in Windows Phone Emulator and Hyper-V is not enabled, you will be prompted to turn on Hyper-V. Turning on Hyper-V requires you to restart your computer.