If you go to your Library in the itch.io app and right click on the icon for a game you can then choose to open the directory in explorer, this is the "install directory", once there you can double-click the game but it will be run as your account on the machine, not the itch one so you loose some protections from viruses, trojans and scams (you should turn on sandboxing mode in settings if you want even more protection) as well as it often changing the save location or breaking saves entirely... it is also just longer than using the app's "launch" button so not ideal!