Simple to do with HomeBrew

brew install node

After which you’ll have Node.JS minus NPM, the package manager. It’ll tell you how to do this by next executing

curl http://npmjs.org/install.sh | sh

You’ll also need to add NODE_PATH to your .bash_profile (or .zshrc file if your using ZSH as a terminal replacement)

NODE_PATH=/usr/local/lib/node_modules

And as these modules include binaries add this to your standard PATH environ,

/usr/local/share/npm/bin

With these all in place you’ll be ready to install the coffeescript module with NPM via

npm install -g coffee-script

And presto, you can now begin to execute any .coffee script file via

coffee [myscript.coffee]