I wanted to share my experience of troubleshooting the problem I encountered when attempting to install Visual Studio 2013 SDK.
I downloaded the SDK from https://marketplace.visualstudio.com/items?itemName=VisualStudioProductTeam.MicrosoftVisualStudio2013SDK.
I downloaded the installation to my Windows 10 machine and ran it and received the following error:
Setup Blocked : Windows Program Compatibility mode is on. Turn it off and then try again.

After a bit of searching I found that the issue is that the filename is different to the filename that the installation is expecting. I noticed this by running the installation in administrator mode which reported the actual file name. I updated the file name from en_visual_studio_2013_sdk_x86_3009047.exe to vssdk_full.exe, reran the installation and it installed successfully! :(
I am not sure why this is required so any suggestions welcome but wanted to share my experience for anyone else out there that may also be left scratching their heads.