I think the download page (or some other page) should list the dependencies DMD has to be able run. On Posix platforms this would be at least the system compiler. On Mac OS X one can either install the whole Xcode package or now days just install the command line tools:
https://developer.apple.com/downloads/index.action
Requires registering free account. Non-official alternative:
https://github.com/kennethreitz/osx-gcc-installer