Sorry for the confusion on the tools within Intel GPA.
Intel GPA System Analyzer HUD, though a tool that's part of the Intel GPA tool suite, does not have its own executable. Instead, the System Analyzer HUD tool gets run through the Intel GPA Monitor. The simplest way of doing this is to startup the GPA Monitor application from the Windows Start Menu, right-click on GPA Monitor in the notification area, then select "Analyze Application...", which will display the following dialog box:
Specify your game by either browsing to the executable by using the "..." button on the far right of the "Command Line" field, or by entering the game's pathname as shown in the example above. In the example above, we are going to analze "gpasample.exe", which is located in the area where you installed Intel GPA.
Then use the "Run" button to start your game, and the GPA System Analyzer HUD will then attach to the game and start the heads-up-display (highlighted in red):