You can get access to them from any computer with a internet connection. Just enter http://live.sysinternals.com/ into any browser and BAM!
Or you can paste this UNC link in to Windows Explorer and BAM!!
Or if your a Console Rat and want it in PowerShell you can type this command and BAM!
You then could do a LS or Dir and see all the tools, copy them out, use them directly, etc.
Or even build a Function or do what I did and add a new PS Drive with this command and put it in your profile so you have this drive every time you start PS.
New-PSDrive -Name SYSINT -PSProvider filesystem -Root \\live.sysinternals.com\tools > $null