A unified package manager for macOS doesn't really exist, but the one that's used the most is Homebrew, which can be found at https://brew.sh/. It works with formulas that contain scripts and settings to install binaries.

A Homebrew formula exists to install GitLab Runner:

brew install gitlab-runner

The next step is to install the runner as a service (this will also start it):

brew services start gitlab-runner

There are some drawbacks to using macOS as a runner platform. Many developers use runners on macOS to build iOS-related software. Often, UI testing is also involved. It isn't possible to automate this. You would have to run in the background as a system service (LaunchDaemon), and then the UI isn't reachable anymore. You can only run the runner in user mode to get access to the UI, which is why you must always log in to run the GitLab Runner.

Updating the runner is done by issuing brew upgrade gitlab-runner. For a manual install, it's a bit more complicated.