It will not work without installing.
Windows doesn't work this way.
Windows have special files known as libraries - these are your DLL
files. These files will need to be registered before they can be
loaded to memory.
Another type of file is the OCX files. They are usually
plug-ins.
Also, games have special file types which needs to be registered
with Windows before they can run, otherwise, your game won't
recognize the type and give out an error while running.
The only time a Windows program that doesn't need installing is
when they have no other files, just the EXE file itself or if the
code has already been compiled and doesn't use any of Windows
libraries files.