That will in most cases not work at all as the program has to be installed to setup among other things the registry information that tells the program where it is installed and any other supplemental things that need to be installed. While you can try it and luck out sometimes most time the program will fail to run or just crash because it is not installed correctly.
And I would not recommend getting the program for a ^"file sharing site" not only is that against the forums rules but there is a good chance of getting a virus doing it that way.