Also know that the installer will want to install the GWX files in the default location for the game installation - but many people these days don't have the game installed in that location due to later versions of Windows not wanting to let you modify files in the C:\Programs directory, and also because a lot of people get the game through Steam which installs it in the Steam directory instead.
There is an option in the GWX installation process where you can let it install itself in the default location, or Browse to pick the directory where your game files are. So pay attention at that point and make sure the installer is directed to the folder where the game files are on your system.