My first try, it didn't cooperate because I did not have CMake. Installed, made it to next step.
Errored out over UPX, installed UPX and placed it with the CMake executable. Made it to the next step.
Dialogue spoke of how an AppData/Local/GameMaker8.2/gm82core.ged did not exist. I was running it from the extensions folder in AppData/Roaming/Game Maker 81
Ran build.bat in a different location (Downloads folder), produced a .gex this time.
Tried to install produced GEX into GMK8.1, tells me an error occurred installing the package.
I will start from the top:
Is there something I did wrong?