Majority of applications are packaged into .dmg image (witch is compressed iso) with symbolic link to /Applications/ folder.
You just drag application bundle to /Applications/ folder and that's it.
All frameworks and additional programs are somewhere in the application bundle.
Python, ruby and perl are installed by default in Mac OS X.
You can make startup script that check if game files were copied into users's folders,
and copy them if they aren't or start the game if they are.
Typical location of mutable application data on Mac OS X is
~/Library/Application Support/{App Name}
You can ask google for application bundle structure.