I tried for an hour to set this up once. The docs were all over the place, you needed prerequisites that were hard to find and linked to 404s. Mysterious errors. Eventually my curiosity was overcome and I gave up.
There's something called Gtoolkit, I think? I had to install NetBeans to get some plugin, to get one of these tools to work, then the plugin had some other requirements. It definitely wasn't just running their binary. It was a nightmare.
You can run it from anywhere including where you downloaded that has user write access.
But you have to keep everything in the top directory and copy that around not the .app
It is not packaged as a Mac Application that is all in a .app file which you can copy to /Applications. Most of the other files should be in ~/Application Support or ~/Documents to meet normal macOS directories.
Hmm, it should work just by downloading the ready made distribution in most systems without any other prerequisites. Would you like to detail what you tried? And what do you mean by 404?
Are you saying you want to compile it from source, or are you unaware that there's binaries available?