No, you can't install the application as a native on Mac OS X. The only possible way is to use a virtual environment to install Windows and then transfer the application to install it in that location. After this process, you can transfer the data from the Windows machine to the virtual environment where the software is installed.
You have two possibilities to install Windows:
Using virtualization with Parallels Desktop.
Using Bootcamp (Mac OS X's own virtual machine). Bootcamp is accessible from within your Mac OS desktop.