To make a portable version of Audacity for Windows:
- Download the “Audacity 2.2.2 zip file” from here: https://www.audacityteam.org/download/windows/
- Extract the Zip archive to your thumb drive (or wherever),
- Open the extracted folder (you should see “audacity.exe” in there)
- Create a new folder in there, and name the new folder “Portable Settings”
To run the portable version, double click in the “audacity.exe” file (you can also make a link to that file for easier access).