You can download as a portable archive (typically in .7z or .zip format) directly from the official website or reputable open-source mirrors. This "portable" version doesn't require installation and can be run directly from its folder. Official Download Options
: Open the folder and double-click mkvtoolnix-gui.exe to launch the program. Alternative Distributions
Matroska tools for Linux/Unix and ... - MKVToolNix Downloads