I don't use Windows but I can set it up a MiKTeX Portable with wine.
My assumption is that you don't know what to do with the files that you downloaded. Here is the workthrough on how to copy them into your USB Device.
For setting up the drivers, see my (shameless plug) new answer in Configuring portable TeXstudio to use MiKTeX portable. (I put the setting up of driver path part of the answer there since that part is duplicated in the OP's question there.)
Here is the tutorial.
MiKTeX Portable Installation
The installation of MiKTeX Portable (currently version 2.9.4250 Windows 32-Bit) is summarized in the download page. Here are the steps for extracting MiKTeX Portable. The italicized instructions were copied from the download page.
- Create a new folder on the portable storage device. You can name the file MikTexPortable as in Configuring portable TeXstudio to use MiKTeX portable. This folder becomes the installation directory.
- Start the self-extractor by double-clicking on
miktex-portable-2.9.4250.exe.
- Click the ellipse button (the one with the three dots) and browse to the installation directory. Suppose your USB drive is
E: Then browse to E:\MiKTeXPortable.
- Click the Extract button.
Your USB structure should now be like
USB Drive
|
|-MikTexPortable
TeXStudio Portable Installation
Simply unzip the folder TeXStudio into the root folder or unzip it in any folder and copy the unzipped folder into the root folder of your USB device--it is where you are in when you have just opened your USB device. Your USB file structure should now look like
USB Drive
|
|-MikTexPortable
|-TeXStudio
Then follow the procedures in the answers in Configuring portable TeXStudio to use MiKTeX portable
.zipand run the MiKTeX installer so that all of the set up is done on the USB? – Joseph Wright Jan 06 '13 at 09:42