The instructions at GnuPG assume a current local installation exists already.
However in many situations the reason for using a "portable installation" is the lack of local administrative rights, not the idea to carry the installation around. Therefore it should be possible to perform a portable installation starting with a download, and no administrative privileges.
Maybe it would be easiest if there would be a ZIP with a portable installation (like most others do) IFF it's expected that the portable version will work without administrative privileged (I think the latter is a requirement for any portable installation anyway).
Also the document cited does not contain a single line about upgrading an existing portable installation. As user might loose their private keys if don improperly, I think this is important information. Again, it would be easiest if the portable installation would be able to update/upgrade itself.