1) When clicking on the original Electrum-2.8.2 downloaded (Standalone Executable) file to install the Electrum wallet, I encounter a screen saying: "This file is encrypted. Enter your password or choose another file." (see djmcg's screenshot above).
9) Conclusion: The installation process simply modifies the original downloaded installation .exe file. This file has to be clicked on to activate the wallet and the Install Wizard. I have never experienced this with any other wallet installation - there has always been a separate wallet access icon created on the Desktop.
P.S. the smiley at what should be point eight is unintentional. It seems to have been generated by the number and bracket symbol used in my post and I can't get rid of it!
You downloaded the standalone executable and you are surprised that it is a standalone executable?! If you want a desktop icon created then download and run the windows installer version not the standalone executable.
And FYI the wallets are stored separately from the executable binary. They are stored in your roaming folder so electrum will always pick it up when you run it. That roaming folder doesn't get deleted when you uninstall electrum either. The risk of monetary loss is too great for that to be done.