You can open the IFDB link for the game in Safari, then choose the .z5 file from there, and choose "Open in Frotz" from Safari, and then you can play it.
Apple's restrictions prevent Frotz from downloading the code directly, but it doesn't prevent it from opening files downloaded from Safari (or Mail, etc.)
Yes, this is stupid, but that's the way it is.
You can also download any game file on your computer and use Frotz's File Transfer server to install it, but the way I mentioned above it easier.
Fair warning about the game Shrapnel -- it's kind of quirky and starts by displaying a 1-line status bar with the game's start uo banner, scrolling one line at a time. And when you die in the game, the game ignores your input and types a predetermined string, one letter at a time each time you hit a key. Just letting you know because the behavior is weird enough that you might think it's caused by a bug in Frotz, but it's intended behavior by the game's author.