I just want t know this for a game
I believe you need to install LOVE2D from it's website if it isn't packaged with that game and use that to run the .love file. Love2D here.
By using an interpreted language or a language with a vm with implementations in other OSes( like Java or Python. ) you could do it. Or you could make a web app. You can't make a native Mac application from Windows because there aren't any cross-compilers ( as far as I know ) that support Mac from Windows.