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I'm trying to play the Mac version. My OS is up to date, but no matter where I put and extract the zip (the folder where I run my other games, my desktop, the documents folder) trying to open the game brings up the error message "You do not have permission to run the application 'Game'" despite the permissions saying I can read/write and my user is the owner. 

Is there a step I've missed, besides putting the zip file in an editable folder and unzipping it?

(+1)

Preferably, the user should have read/write/execute privileges to properly run the game, this should be the case when the contents of the zip file are fully extracted (when it’s unzipped and moved outside the zip file).
You may try to Run as Admin or any equivalent method to see if that’s the case also.
However, I’d recommend using the Windows version as it is more stable to run as the Mac version may have issues depending on the OS version.

It may have to wait until I can afford a PC, then. Ah well.