You can install the AHK binaries manually if you want. Close CELO download this zip file: http://www.neffware.com/downloads/celo/data/AHK_Compiler.zip
Go to the CELO directory (where it is installed) and create a folder in "\data\assemblies\" named "ahk"
Then just extract the contents of the zip file you downloaded into that new directory
Hi the link you have given does not work for me. I have the same problem that the compiler is not installed and so I tried your link... Thanks