You need the X11 window system. Some new Macs come with this already installed; if you don't already have it, download it from the Mac OS X download site.
If you want clickable applications icons for FSL and FSLView, you can drag the .app directories from inside your toplevel fsl directory into your applications folder or your desktop.
Once you have installed (and started) X11, all of the FSL GUIs should work.