The Windows 8 target platform should be extremely easy to set up, but should you be having any problems you should first make sure that you have all of the following done correctly:
- Make sure that you have Windows 8 Developer Licence (further information here)
- Make sure that the GameMaker:Studio Global Game Settings points to the correct Key Certificate
- Make sure that your version of Visual Studio is correct and configured correctly in the GameMaker:Studio 'Preferences
If you have done all that but testing an app fails, then you should try to build a final executable using the Create Application button on the GameMaker:Studio IDE. This will start off the full build process and it will then prompt you to install the correct certificates and also prompt you to get a developer licence if these are in error. it's also worth noting that unlike F5 (or the green play button) it won't produce a compiler error if either of these is broken.