Windows Error Messages is a very simple program for displaying Windows error messages. What that means is that you can either search message explanation by its number or browse the error list.
Note that there is no installer, there is just WinErrors.exe and (very minimal) readme in the archive. Extract where you want it to be and run the executable. WinErrors does not write any data to registry or elsewhere, so just delete the executable to uninstall.
By the way, check out the error codes 4385..4389 and try to figure out why Microsoft needs those.