Every product has a section labelled System Requirements on its store page. Please view this for the product you are interested in to see what additional software (if any) is required to run it.
In general Libre Wave products are available either as Rhapsody player instruments or as independent VSTi, VST plugins, or their AU equivalents, that do not need a separate player application to function. They do however require a plugin host application such as a Digital Audio Workstation (DAW). In my opinion the best libre DAWs available are Qtractor and Ardour.