I'd like to use rclone in any folder I'm located in the system. Copying/Moving the .exe to all the folders I intend to use rclone on is just anoying.
I think the answer have something to do with changing enviroment variables.
On my old Windows installation (that got corrupted somehow) I did the second option by accident at some point and since then I was trying to reproduce it.
Anyway, thanks for the help.