Sigil Portable is not an official release. It just provides a mechanization around saving your profile and executables in the PortableApps install root.
Many apps do this. Most aren't official releases, although LibreOffice Portable is provided by The Document Foundation rather than PortableApps.com
You will need to have python available on your computer.
PortableApps.com does not provide a Python Portable runtime, last I checked (2 minutes ago, because it's been a while

).
I believe there have been difficulties getting it to be reliable.
Note: Python3 will be bundled in Sigil sometime soon, so you won't need to provide anything.