Steps to successfully launch a trainer:
1) Shut off any "protection" apps, as A/Vs and the likes.
2) Download the specific trainer (verify the date, game version, distribution and compatibility).
3) Right click the trainer -> Properties -> Compatibility -> Run this program as an administrator.
4) Press F1 at the game's main menu....
The "Halo: The Master Chief Collection" is comprised of several tittles, thus, you need the specific trainer for the part you want to play.