Can be easily virtualized with App-V by extracting the executables, using the sequencer to copy the executables to the virtual drive, and using the sequencer GUI to create shortcuts to the executables on the virtual drive.

PuTTY 0.62 Installer Silent Install

putty-0.62-installer.exe /VERYSILENT /SUPPRESSMSGBOXES /NORESTART /SP-

SCCM 2007 Package Definition File for Import x86/x64 XP, Vista, W7

------

[PDF]
Version = 2.0

[Package Definition]
Name = Putty
Version = 0.62
Publisher = Putty
Language = English
Programs = PuttySetup32

[PuttySetup32]
Name = Putty Silent Install
CommandLine = putty-0.62-installer.exe /VERYSILENT /SUPPRESSMSGBOXES /NORESTART /SP-
SupportedClients = Win NT (i386),Win NT (x64)
Win NT (I386) MinVersion1=5.10.0000.0
Win NT (I386) MaxVersion1=5.10.9999.9999
Win NT (I386) MinVersion2=6.00.0000.0
Win NT (I386) MaxVersion2=6.00.9999.9999
Win NT (I386) MinVersion3=6.10.0000.0
Win NT (I386) MaxVersion3=6.10.9999.9999
Win NT (x64) MinVersion1=6.00.0000.0
Win NT (x64) MaxVersion1=6.00.9999.9999 
Win NT (x64) MinVersion2=6.10.0000.0
Win NT (x64) MaxVersion2=6.10.9999.9999 
UserInputRequired = False
RemoveProgram = True
AdminRightsRequired = True
CanRunWhen = AnyUserStatus
EstimatedRunTime = 10
EstimatedDiskSpace = 20MB

choco install putty

To setup chocolatey itself use:

@powershell -NoProfile -ExecutionPolicy Bypass -Command "iex ((new-object net.webclient).DownloadString('https://chocolatey.org/install.ps1'))" && SET PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin

All above can be reviewed on chocolatey.org