I want to learn to make portable application in a way that the applications in portableapps.com are made. I tried to create some applications with ThinApp but in the end it creates just one .exe file and i don't like this because i want to have access to all program settings as the programs here are created. ThinApp doesn't seem to have the option to create the programs this way.
From where to start?
Check out the Develpment page and read through all the links on there. All the information you need to get started on making your own portable apps can be found on that page.