All documentation describing the Game Bar SDK, these samples, OS requirements, and setting up your environment can be found on docs.microsoft.com/gaming/game-bar.
For users Downloading and wanting to create this themself you will be required to replace the Certificate used for signing.
Opening the Package.appmanifest And going to the Packaging tab
Click the Choose Certificate and pick to create a New Certificate or Use an existing one if you have one on you're system.
This will allow you to Successfully Build the application.