cx_freeze and temporary files - security related question

[Nagy László Zsolt]

I need to create an application for Windows 7 that runs from a flash 
drive. This program would be used to create remote backups of the 
pendrive. The pendrive contains sensitive data, so when I plug in the 
pendrive and run the program to make a backup, it should not leave any 
trace of operation on the windows system. The information is so 
sensitive that I was forbidden to use cloud storage. I was also 
forbidden to make backups to a local drive, or leave any trace on the 
host windows system.

The question is this: if I create this program with Python 3.4 and 
cx_Freeze, then what should I expect. When the user starts the 
cx_freeze-d program from the flash drive, will it create temporary files 
on the system drive? Will it leave log files or store any permanent or 
temporary data on the system drive (maybe in the user's tmp folder) that 
can later be used to tell what drive was mounted, with what parameters 
the program was started etc.

Thanks