PDFStitcher is written in Python and bundled into executables for Windows and Mac. It does not need to be installed; just download and run.
After downloading pdfstitcher.exe, you can put it wherever you want - your desktop, your user folder, a cloud drive, etc. It is a self-contained executable so you just double click to run.
If you’re using a Mac, PDFStitcher will only run on OS X High Sierra or newer. Additionally, you may get a warning that you are trying to open an app from an unidentified developer. Please see this article for instructions on how to override this warning.
After downloading you can double click the .dmg and drag and drop pdfstitcher.app to your Applications folder (or again, it can really run from anywhere you want to put it). This is a new process as of v0.4 - older versions distribute the .app as a zip file.