We have now fixed an issue where importing a 1.4 .gmz wouldn't set your Options > Windows > Installer values correctly for the NSIS licence and script. Because of this, Create Exe and choosing an "Installer package" will fail to build.
Version 2.0.3 will handle new imports correctly, but if you want to fix the issue now (or if you have made significant changes to your project and so a re-import would be a lot of hassle) read on...
First of all, you will notice the following error in your compiler output window:
Opening your Options > Windows > Installer tab, you'll see the values are still as 1.4 wanted them:
If this applies to you, then you will need to fix the project before you will be able to make an NSIS package.
The easiest way to do this is to open the project in explorer and copy in the required files and folders from the base project for the runtime you are using (I'm showing 22.214.171.124 here, but this is probably not the version you will use, so always use the runtime for the version you're actually building with.)
You can see how to do this in the following screens:
One thing to bear in mind is if you had customised your installer script and license file, then make sure you now copy in the originals from your 1.4 project and replace the ones you brought in from the runtime's base project (or, probably safer, make the same edits to the runtime's versions).
Once you have the files in place, you now need to fix the Game Options values. Either paste/type in the full path yourself or click the browse button next to the license and EULA fields in Game Options > Windows > Installer and locate the files we have now added.
You should now be able to create a Windows installer package just fine. Any issues, try cleaning your cache before building again.