Something a lot easier to do than faffing around with Virtual Machines is to install Winebottler https://winebottler.kronenberg.org/ and install and run Lonely Wolf Treat using that.
Winebottler is an easy to use interface for a program called WINE (that it includes) that emulates the way Windows works. There are a couple other OSX apps that do similar things, but I dont recall their names.
EDIT If you are on Linux there are several very easy to use and slick looking interfaces to run Windows games via WINE, like Lutris