I just found this GOG mix and see that it says Mac. How can these games run on Mac?

Some of the games run through DOSbox, those can be run though the mac version of DOSbox, others run through ScummVM and can simlarly be fed to the mac version of that application. The rest need to be run through Wine or some derivative. Due to the installer being a Windows application, you'll have to run that through Wine anyway.

There are several threads dealing with this. One of them is "GOG Games on Mac OS X: A How-To".