There are programs such as tor and firefox that are portable applications. They do not need to be installed as application as their whole program can be run from a folder (as you described).
Mozilla Firefox, Portable Edition (formerly known as Portable Firefox and commonly known as Firefox Portable) is a repackaged version of Mozilla Firefox created by John T. Haller. The application allows Firefox to be run from a USB flash drive, CD-ROM, or other portable device on any Windows computer or Linux/Unix computer running Wine. The program does not require Firefox to be installed on the computer, nor does it leave personal information on the computer or interfere with any installed versions of Firefox, however, installation on the computer's data storage device is possible. The program is not totally portable, it can't run multiple instances of Firefox out of the box.
Cited from https://en.wikipedia.org/wiki/Firefox_Portable
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