To run Hedge you need a Mac with OS X 10.10 Yosemite or newer. Due to changes Apple has made in the newer versions of OS X, it's not possible to build a version of Hedge for OS X versions older than 10.10 Yosemite.
The Hedge download is a self-unpacking zip, and does not require any install process. Just open Hedge. In the rare case that Hedge won't open itself directly after download, please reboot your Mac.
A version for Windows is not yet on our roadmap, but by all means let us know if you'd want it. If there's enough demand we will seriously consider it.