Limitations of No-Install C # Application?

I am using SharpDevelop to create a WinForm-based C # application. Having studied my target audience, I believe that it is in my interest to use the application without installation. When creating my HelloWorld! program HelloWorld! to find out SharpDevelop (I just switched from VBExpress), I found that the file it issues is an .exe without any configuration process. However, I am worried that some of the features that I want will not be compatible with this format. I do not want to delve into this application and find out that users will have to maintain the program in the same directory as 548 other random files.

Here are the features that bother me:

+ Save user data (XML) in AppData.
+ Access to Internet feeds (XML and / or JSON).
+ Minimize to tray when closing.

Also, are there any common errors in this deployment method?

EDIT: I understand that enduser will need the .NET framework for C # programs. I am not worried about that.

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It will be executed with the same privileges.

The only thing you want to pay attention to is to make sure that the end user has the correct .NET platform, since you do not have an installer for this. But now, reading the end of your post, it looks like you already have this.

If you are concerned about the deployment technique, you can test it on a machine other than dev, although the results should be exactly the same.

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