In order to making the PL-201 working properly, do I have to install the Configuration Utility on every single computer who has the PL-201 plug into it?

No, the Configuration Utility is a utility to diagnose or setup encryption for PL-201 device. Due to the PL-201 is a fully plug & play device, no driver require to install. So the Configuration utility is not a requirement to install on your computer. In other words, you can install the utility, setup the encryption, and delete it from your computer, but your PL-201 will still work properly.