If you have an issue with the command line tool on Windows you may see the line "The screen cannot be set to the number of lines and columns specified." in your compile log and you will see your game fails to run because its data file can't be found:
The issue is that CMD has somehow been set to open with invalid size details (typically, a height and width too large for the display buffer in CMD).
Please try the following process to see if this fixes your issue.
1) Right-click anywhere in some space on your desktop.
2) Choose "New", then "Shortcut" (as shown in attached screenshot)
3) Paste/type in the following: C:\Windows\System32\cmd.exe /k mode con lines=50 cols=120 
4) Click "Next" and then "Finish"
5) Try double-clicking the shortcut - does this open CMD okay? If not, edit the shortcut (Right-click the shortcut icon > Properties) to use lower values (e.g., 25, 60) and keep testing, reducing the numbers as required until CMD does open.
6) Once CMD has opened okay, right-click the little cmd icon on the titlebar and choose "Defaults".
7) Change the values on the Layout tab to match the settings shown in the screenshot below:
9) Then click OK. Close CMD.
10) This time, rather than using the shortcut you just made, open CMD via Windows key + R and typing in cmd and pressing Enter.
11) Does this still open CMD? If yes, try building your project in GameMaker again and all should now be fixed.
12) If not, try rebooting and then opening CMD from the run menu again. If this still doesn't fix, try running an antivirus/anti-malware scan as well as reusing the shortcut you made to CMD to reopen CMD and set the defaults to lower values.
The processes above should fix your PC issue. If not, then you may need to investigate a virus or a group policy change made by an IT admin which is blocking you from using cmd. Or, Windows Update may have broken things for you - try updating again (or rolling back to an earlier system restore point). You can also try the steps on this Microsoft FAQ about the sfc tool.
Unfortunately, if you're still having problems, as it's an issue with your PC and we're unable to use the PC ourselves to diagnose what's going on, we're unable to help investigate further.