You will have to install them before running them. They will work in Windows or on a MAC.
If you install them to the external drive, they will work from there. But then if you move the drive to another computer, you would have to install them again in order to get them to work on the other computer. You would then have problems on the first computer.
If you have only one license, but you are hoping that this will allow you to run that one license on more than one computer, it's not likely to work, because Autodesk software is very thorough in verifying that you are following the requirements of your license. Also, we can't help you with something like that; that would be a violation of forum rules.