Use a portable version of GDevelop on Windows
The installer you can download on gdevelop.io/download for Windows is an executable created with "NSIS".
If you want to have a portable version of GDevelop (that you can paste in any folder and run), just extract the .exe file you downloaded with 7-zip.
If you're an administrator of a network, you might also be interested by this page about installing GDevelop on a large fleet of Windows machines. You can also decide to use the full online version available at editor.gdevelop.io.