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It won't affect performance in any way (assuming it runs).
The installer merely copies the necessary files, performs necessary checks and configuration and installs whatever dependencies it has (ie. update directx, etc). Windows doesn't care where and how it came to be in said folder. So as long as it is properly configured it will run, and either way there's no "performance problems" to speak of.
That said outside of indie bundle I have yet to see any commercial game you would need to copy/paste. I would guess you have pirated copies.
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