The gobby download page somewhat unhelpfully states that “Gobby runs on Mac OS X, however we cannot offer a pre-built package at the moment.”

Someone’s compiled it and thrown it into brew’s repository, though.

brew install homebrew/gui/gobby

Install XQuartz (local X server on OSX, as far as I’ve gathered).

Find gobby’s executable on your machine (probably /usr/local/Cellar/gobby) and open it in XQuartz (right click, Open With > XQuartz)