Beginner: Can this be saved strait on a CD and used ?

I'm a little confused on this. Can this be saved strait on a CD and used ?

My issue is I'm ever leary anymore about saving (installing) programs if I don't need them. I wanted to try GIMP to see if it had the functions that I'm after. I've installed two other freeware image programs and they don't do what I want.

Do I have to actually install this thing on my computer? Can I just down load the file - save the file in my documents - burn it on a CD and use it?

Thanks

[removed two duplicate postings - careful! - moderator PP]