If you’re extracting the files straight from the installer (which is weird!) you may need to right click on each file and select the “unblock” option to stop Windows SmartScreen from interfering. Setting them to run as admin (including the DLL) files might also be necessary.
A lot of the permissions stuff is handled by the installer, so it may not be possible to run System Ninja in this way.
ps. If you’re worried about ads or offers in the installer; they were removed about a year ago.