Using the .zip or tarball (depending on platform) downloads from the website, they run self-contained in the directory the archive is expanded/unpacked/unzipped into. I've done this a number of times to both have different versions installed and to even run more than one instance of the same version...

On the second objective of the "Inventory transfers" tutorial, "Open the chest and transfer all items by using 'CONTROL + Left mouse button' on an empty inventory slot.", perhaps the tutorial could first, or at the same time, make the distinction between the inventory and the too...