How to create executable file in MAC OS?

This is a case of "what have you tried?" There are so many ways to approach this, depending on where the files are coming from and what kind of UI or user feedback you want, that you're going to have to narrow your question down before anyone can offer advice.

Thanks QuincyMorris.

I'm doing chrome extension support for my application. I want to access the native desktop application using that chrome extension. For that In Windows I created one executable file using Innosetup tool and packed a bunch of files there. If I install that .exe file it will download my necessary packages in a specific path (say C:/User/).

Likewise, Is there any options available in MAC OS? I want to create an executable file in MAC OS, it will install the necessary packages (Bunch of files) in a specific location.