For that matter, you can actually run it while it's
on the flash drive. If you do that with a copy that has both the AIWar.app and AIWar_Data subdirectories (like a steam copy) I believe you can plug it into a PC, play AIW there, then plug it into a Mac and play it there (running the AIWar.app thing instead of the windows .exe), and be working with the same settings and save data, etc.
Unity does some things
very well. Crossplatform deployment with
zero prerequisite installs is one of them.
Not that I recommend running stuff off a flashdrive, probably pretty slow getting stuff to and from the USB device, and then there's write-tolerance issues, etc...