OS X is a different architecture entirely than OS 8 - therefore software made only for "Classic" - which is any Mac OS numbered 9 or lower - will not run in OS X. If your Mac is Intel-based (i.e. MacBook, MacBook Pro, or CoreDuo anything) it is impossible (or at least not easy or efficient) to run Classic Software in OS X. If, and only if, you own a PowerPC based Mac (i.e. iBook, PowerBook, or any G3, G4, or G5 based system) than it is possible.
You would need and installation of OS 9 for classic emulation to work in OS X. This emulation works automatically (i.e. when you launch the app the classic environment loads automatically). Since this does not seem to occur with your system - you most likely do not, or possibly cannot, have OS 9 on your machine. Therefore, you would need to get a copy - but again, only if you have a PowerPC Mac, and not an Intel one (Classic was never, and will never be, compiled for Intel).
In short, it's a lot of work for one game.