When you install an application using some install process, you'd think a lot is going on in the background aside from copying files to the install location. But for the most part, that's all it's really doing. Depending on how the application was designed and programmed, it'll be looking for files or libraries in certain places. So if said files or libraries don't already exist, the installer is making sure they get put in the right place. The only other thing that happens is to write some entry in the application manager that this application exists how to uninstall it. All uninstalling then is it's the reverse of this process. However, the uninstaller may not remove everything the installer put on, because some of those files may be libraries that other applications might use. An example of this is if the installer put on a version of Microsoft's Visual C++ runtime. The actual app uninstaller won't remove that because it's a library.
On that note, if all of the support files for the application are in place and anything extra it needs comes with the application, then there's really no need to "install" it. The application won't care it's not in the application manager nor will the OS (unless it's locked down for some reason).