Ok. I did unzip the exe file on the desktop. When I launched it and used it, I noticed it created a shopshaper_images directory containing only images. But no additional files in the desktop directory.
When I try to copy the listing (as a new listing or as draft), there is no field turning red. The only red part of the screen are the red crosses to remove a tag or a photo.
I moved the exe and images directory in a temp directory. After launching ShopShaper, my config was still there. My settings must be stored somewhere else. At least, there is no log file.
For information, I'm running Windows 10.