"We also provide a Windows executable that includes Python."

I read this as not having to install python for it to work.

I think some powershell commands that have required arguments start interactively prompting the user for values for those arguments if they aren't specified on the command line. That would probably work:

1. Download youtube-dl.exe

2. double-click

3. youtube-dl.exe notices the lack of url as argument and prompts:

URL:

4. paste URL and hit enter

5. Progress bar of download (?)