To permanently change iTunes behaviour, you'd need to switch off
Keep iTunes Media folder organised - though it will soon disorganise itself if you also uncheck...
Copy files to iTunes Media folder when adding to Library
Unless you want to permanently change the behaviour of how iTunes keeps itself organised [or temporarily, with the added challenge of remembering in what state you last left it], I would recommend not using iTunes for 'casual' playback, but use Quick Look instead.
iTunes will never know or care you played them, won't add them to its content.
Just drop all the files into a single flat folder [or any hierarchy you like], select the first one, hit the Space bar.
That one file will play as a one-shot.
Use the arrow keys to switch the currently-selected file, that will play. [if you have a nested hierarchy, all 4 arrow keys come into play to navigate around, column view is easiest]
Replay is either drag the play position marker back to the beginning, or quickly arrow up/down to select another file & back - easy to do before it starts to play the other file.
When you're done, Space bar again will kill the Quick Look window.
Works with anything iTunes can play, aif, wav, mp3, aac etc
Downside is you can't touch any other file or folder whilst it's playing - but you can use other apps & switch between, so long as you don't touch the Finder itself.