Why don't I have to install programs?

Us Mac users ask the same question the other way: Why do you need an (un)installer for everything in Windows?

The majority of Mac programs are complete bundles - all their resources are in the Application's folder (right click on App icon -> Show Package Contents). So they will run from anywhere, there's a system variable that tells the code where it is. Often, an application can be run directly from the downloaded DMG and even from a remote server. Bit of a performance hit but it will work. User settings are in the user's library, there are also system routines to handle the mechanics.

Macs have no central registry that requires setup (or maintenance) so nothing needs to go there either.

If you are developing Mac applications you should try very hard to not need an installer - only if you are installing shared libraries or shell-level services. In general, it's possible to do without.

Since you are heading towards iOS programming I would suggest just not worrying about it. iOS rules will tell you where to save what, and it is NOT negotiable. Preferences go here, user data goes there. You will use the supplied APIs. Comply. Obey.

Actually, there are a lot of things on OS X that need to be "installed".

Normally, the apps that are "installed" are packages that include certain instructions. To put it simple, the package runs a script and tells the system to create/move files in different parts of the OS. This is necessary for software like the Adobe CS suite or Microsoft Office.

The other kind of apps, are kinda "standalone apps", in which you only need just one executable file. This file, when opened, then creates its dependencies, preferences files and such.

In many cases, a Windows installer don't really do anything other then extracting the compressed files, and writing them to the destination.

And then it creates a few shortcuts, and it might register itself to open files with specific extensions.

There is nothing magic about installing software in windows, and for much Windows software, you can in fact take the installed software directory and copy it directly to an other computer and run it there without doing a (re)install.

So it is mostly a difference between userinterfaces(Who is responsible for copying the files) not a difference between what really happens.