They can be run directly from a USB drive or a folder.
Lightroom uses a complex catalog system. Portable versions are notorious for corrupting catalog files, which could lead to the permanent loss of your photo edits and metadata. Better Alternatives for Your Workflow adobe-photoshop-lightroom-classic-cc-2020-portable-gratis
For the safety of your computer and the integrity of your photo library, it is highly recommended to avoid "portable gratis" versions and stick to official software or reputable open-source alternatives. They can be run directly from a USB drive or a folder