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Here is what I got from the dragonruby discord server:

so the simplest way, end to end:

Keep a copy of the DragonRuby zip
To set up a project, unzip a copy of it and name it something helpful
Inside this new folder will be a dragonruby.exe, and within \mygame\app\ will be a main.rb edit main.rb and run dragonruby.exe

So basically, you can open the main.rb file with VS Code for example and run dragonruby.exe to execute your file automatically.

You have to unzip the DragonRuby installation Zip file into a new place for each project you want to have.

Anyway, this is the easy method. For custom files and setups, I don't know how to do it.