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The files used on the zip file don't need to be uninstalled from the system, you can simply delete the containing folder.
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The zip file allows you to use different versions of the program, whereas the installed version will use only the latest one installed. It can even be executed from an external drive, so that it can also be run on computers where the user has no access to modifying the operating system (in schools, public computers, your parent's computer, etc).
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The zip file can be extracted to any folder you want, and the contained blender.exe program can be run from there. blend files to open with blender automatically. Also the operating system will not associate.
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The main difference is that the Zip file does not get installed in the system as a program, meaning that the executable files are not in the programs folder, the application does not appear on the start menu, or as part of the programs menu. Both versions of blender have the same functionality, features, plugins, etc.
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