I think that trying to install applications just by copying files isn't going to work. Not until someone has worked out exactly what you need to copy, to where under each operating system.
On the other hand, the InstallShield Express packages up the .EXE and the necessary files for each operating system for the MS Installer just fine.
All the necessary merge modules are supplied, and installed on the correct OS in the correct places to make VFP8 apps run.
I'd rather use the tool than work out how to bypass it and install by hand - I've got better things to do with my time.