You can run it from the Windows command prompt, press the Windows key and type
cmd and the run the Command Prompt app. Then you can launch Godot by entering the path to the Godot file you downloaded. For me it would be
"C:\Program Files\Godot\Godot_v3.4.2-stable_win64.exe" (it needs the quotes as there are spaces in the path).
You can also do this:
make a copy of the Command Prompt Shortcut that's in
"%APPDATA%\Microsoft\Windows\Start Menu\Programs\System Tools"
In the properties of the new Shortcut, change the Target to be
%windir%\system32\cmd.exe /c "C:\Program Files\Godot\Godot_v3.4.2-stable_win64.exe"
Godot stores it's local data here:
%APPDATA%\Godot (it's the same place).
If you want to edit your PATH. Press the Windows key, type
path and select
Edit the system environment variables. From there, select Environment Variables, select the Path variable for your uses and select Edit.
You can then add new path directories or edit old ones.
Then either logoff and back on or restart Explorer from the Task Manager to add the new directory to the path.