When I click on an icon like "Create walls" a message appears: "Create walls tip". Activating the check box let it pop up again after the next program start. How can I avoid this?

Until now, portable versions are built by other people and you probably picked up a buggy one unable to record preferences. Please try an other distribution.
By the way, once you found a portable version that works, it would be nice to report it here (you can report also the ones that failed).