It'll be using a veritable pile of standard Windows libraries no doubt, so you'll not be able to just run it on Linux or OSX if that is what you are asking.

By "able to run independently" I assume they are meaning that it won't have to become the one and only version of IE on your machine as other versions do meaning you can run it along side other IE versions (unlike with 11 and prior which essentially require you to have a separate Windows setup, usually in a VM, for each version you want to test against).