hmmm. When u do a package with runtime in tideSDK for MAC
It actually generates two files
.app # .app file will have all its dependencies inside the same file(Actually .app file is also a folder, u can check this in editor like sublime)
.dmg file( Consider it like the compressed file .app)
However in windows, It generates one installer file and folder(named by app name)
This folder has its all the dependencies for the app to run.
So if you want to run the app you have to copy the complete folder
To answer your question,
At this point I don't think tideSDK has a feature to create a single .exe file that can run from external drive
I hope that helps.