Simply extract the stand-alone executable to the desired directory. There are no dependency files, no registry entries created. It is entirely portable.
It is recommended that you download the non-compressed version, as the compressed can cause false positives with some antivirus products:
Download non-UPX-compressed version (333 Kb download, 626 Kb extracted)
However, should you wish the compressed version, here it is:
Download UPX-compressed version (281 Kb download, 286 Kb extracted)