I succesfully compiled scripts with tk, green shoes and gosu as a GUI to
an executable with ocra but only have experience doing so on windows. If
you want an actual, cross platform GUI try the java swing framework with
jruby, here an example.
If you deploy a JAR or an executable nu further installations are needed.
I suppose you use MRI ruby now, the step to jruby is not so difficult.
# With the 'require' above, we can now refer to things that are part of the
# standard Java platform via their full paths.
frame = javax.swing.JFrame.new("Window") # Creating a Java JFrame
label = javax.swing.JLabel.new("Hello")
# We can transparently call Java methods on Java objects, just as if they
were defined in Ruby.
frame.getContentPane.add(label) # Invoking the Java method