Sim, é suposto estar sozinho.
Não, você não pode install em qualquer sentido normal.
A partir da FAQ sobre a instalação do Eclipse :
To install Eclipse, all you do is unpack the zip file download in the desired directory. No further work is required (other than making sure you have a Java Runtime Engine installed). When you unzip the file, it creates a subdirectory called "eclipse", with multiple subdirectories under that. So, for example, in Windows you could unpack the zip file in the root directory (e.g., C:) and Eclipse would be installed in C:\eclipse. Note that installing Eclipse does not change the Windows registry.