Free and open source licenses like the MIT license you quote are copyright licenses: they permit you to do something that, by the default under copyright law, you wouldn't usually be allowed to do. For example, making and distributing copies of a work to other people, in original or modified form, is the exclusive right of the copyright holder of a work. A free/open license is an allowance from the copyright holder that permits you to do that, possibly with some requirements (like preserving license text, among other things).
However, downloading and executing a copy of a work that the copyright holder has offered to you, without modifying it or distributing any other copies of it, does not require any special permission under copyright law. Therefore, you do not need to rely on the MIT license grant to do this action, so you similarly don't need to comply with any requirements included in the license grant. You do not need to keep a copy of the license unless you plan to redistribute the work to others.