The sass package is pure JavaScript, which is a little slower but can be installed on all platforms Node.js supports. The Sass team maintains two Node.js packages for Sass, both of which support the standard JavaScript API.
You can download most of the applications for free but a few of them are paid apps (and totally worth it). There are a good many applications that will get you up and running with Sass in a few minutes for Mac, Windows, and Linux.