You would need to first download and install the file from the website as Mach3 needs to install files into the system folder and such. After you install mach3 however, you could copy the whole Mach3 folder from your nm200 onto the computer running the lathe, just accept the overwrites that will popup and you should be good to go.
We allow you to copy the license file as long as your not using the software to make money, if you are we ask that you buy another license file.