Download the install file wherever you like. Copy it to a USB key/CD and take that to your laptop/home computer. Install the game on one or more computers. On each of them, you will need to
initially need to connect to the internet to log in and activate them using your Telltale username/password{1} but once you've activated it once, you should be able to play even if not connected to the internet.
{1} There are other methods if this isn't working, please
read the FAQ