1) Download Foobar 2000 and start the installation. One of the option during the install is to do a portable install to the desktop!
2) Download Monkey's Audio Decoder 2.1.5 and copy this into the component folder of foobar
3) Download the FLAC codec and use 7Zip to open the installer executable as an archive. Drag and drop the flac.exe to the Foobar portable install folder.
4) now edit the .cue file and check if the string has the correct ending:
FILE "Goodbye Yellow Brick Road.ape" WAVE
Most of the time this says wav. So edit and change it to .ape and save it
5) drag and drop the cue file into foobar 2000
6) select all the track and right click on convert