Works on any platform provided that you input URLs for programs that runs on you platform, and you may have to edit the temporary file directory to something that is valid on you computer.
Copy an URL to a standalone executable program that can run on your computer to the program field, and pres RUN.
Portable apps is a good place to find urls to Windows programs. Use direct links, e.g., from sourceforce. For example:
https://www.torproject.org/torbrowser/dist/tor-browser-1.3.10_en-US.exe
https://downloads.sourceforge.net/project/portableapps/Eraser%20Portable/Eraser%20Portable%205.8.8/EraserPortable_5.8.8_English.paf.exe?r=&ts=1286492276&use_mirror=surfnet
http://the.earth.li/~sgtatham/putty/latest/x86/putty.exe