Visual Studio 2013 SDK on Windows 10
It does not look like it is supported on Windows 10 (yet).
Microsoft Visual Studio 2013 SDK
Supported Operating System
Windows 7 Service Pack 1, Windows 8, Windows 8.1, Windows Server 2008 R2 SP1, Windows Server 2012, Windows Server 2012 R2
I've got the same error.
Have you renamed the installer? Because I did, so I won't work until you rename it again to vssdk_full.exe.
Found a way to install it. First, you should unpack the installer using command line:
vssdk_full.exe /layout
Choose a folder where you want the files to be extracted. Then press the “Download” button. Go to that folder and start the installer. It will bypass the check and install the SDK.