If you look in <AGKPath>\Players\Windows you will find a workable Windows Player.
If it is started using the Windows.bat file, you get a working Player that receives stuff from the AppGameKit IDE.
Installing it on a Windows mobile device might or might not work. You need to make sure to install all the files in the <AGKPath>\Players\Windows directory.
The setup.agc file determines the size and shape of the Player.
But getting the Player to exit using the exit button on the screen does not appear to work and it also sort of hangs when you use the Windows 'x' box to close it (in Windows 7 Pro at least).
Cheers,
Ancient Lady
AGK Community Tester and AppGameKit Master