Steam is the only way to download/install it.
Steam is an online gaming store that has been around for maybe 20 years. They started as just a way to verify licensing for CD-ROM's, but now they handle everything from sales to installation to applying updates. Software developers pay them a sizeable commission to use the platform, but it saves the developers a lot of hassle. If you buy a boxed version of RealFlight today, it just contains a card with an activation code for you to use on Steam.
To get software from Steam, you need to create an account on their Web site and then install their client software program. Once the Steam client is installed, you use that to shop or to activate Steam codes you purchase another way. If you purchase RealFlight through Steam, it adds RF to your game library and then proceeds to install it. If you buy it another way, such as direct from Horizon Hobby or a boxed version from a hobby shop, you would go into the Steam client and use the activation code to add RF to your library.
I don't know which controller options will or won't work with Mac so of course you need to choose a path that works. I'll point out that while wireless is more convenient, a wireless USB receiver such as the WS2000 only provides up to eight channels in RealFlight, even if your radio has more channels. You also want to be familiar with setting up your radio, as the setup will need some adjustment on both the radio and in RealFlight to get things working just the way you want them. The InterLink DX, if it works with Mac and Parallels, is the easiest and most complete experience with RealFlight if you need plug-and-play simplicity.