Starting with version 2.1, the only (official) way to install JavaFX on a Mac is to install cobundle with Java 7u4 (opposite to the preview versions of developers published in zip archives).
If JavaFX on Mac was installed this way, then the jar with JavaFX can be launched by double-clicking.
On Windows, the same double-click jar will ask you to set the "JavaFX runtime" and will start if it is already present.
NB: in version 2.2, Mac / Linux will start supporting the launch of jnlp (WebStart) (already supported on Windows), which may suit you even better.