According to its official web page, Mazda Toolbox is compatible with Windows 10. I even downloaded it on my 64-bit Windows 10 PC and I was able to install as well as to run the tool without any kind of problems.
Most likely, there was an issue during the setup process, so the simplest thing that you can do is to uninstall Mazda Toolbox from your computer, then download the setup file from the official website and reinstall the tool. Your problems should be gone after that.