You don't actually need to install .app containers by moving them to the Applications folder you can run them from anywhere. In fact they are just basically folders with a binary file inside so it's basically the same as downloading an .exe on Windows and just launching them (of course on modern macOS they run in a sandbox and require explicit permission to access any files outside of it).

Apps shipped in a .pkg do need to be installed, though. But from an user standpoint the process is almost identical to a Windows installer wizard.