It is a miktex problem. Some files are missing in the package. This can (and did) happen in miktex and in texlive. Packaging can go wrong in various ways. It e.g. also can happen that files ends up in the wrong folder, e.g. a needed file in the doc-folder.
In miktex you can see the content of a package by going to the package manager, selecting the package and choosing "properties" in the context menu.
In tlmgr you can see it with
tlmgr info <package> --list.
If you suspect a packaging error you can then compare the file list e.g. with the documentation or the README of the package on CTAN.
If you are in pressing need to use the package you can always download the files from CTAN and move them e.g. in your document folder. Beside this you should inform the maintainer of the tex system about the error. For miktex through the bug tracker https://sourceforge.net/p/miktex/bugs/, for texlive by writing to the mailing list.
In this case I added an entry for fixme https://sourceforge.net/p/miktex/bugs/2572/