I recently bought a game on Steam that doesn't work on my machine because it only runs through the Steam launcher. Does Gog have the same thing, or are the games directly installable (i.g. a .dmg file for my Mac). In other words, it doesn't need to run through a 3rd party launcher?
Thanks!

Yes, if you buy a game on GOG you always get to download an installer that contains everything you need. These are usually .exe files for Windows or .dmg files for Mac.

You can use GOG's Galaxy client to install games directly from the Internet without having to get an installer first, like Steam, but that's optional - you can still do it the old-fashioned way and download installers through your web browser.