I have taken the app (Machinarium) and moved it to the desktop, then opened it. It then goes full screen, but sits there with a black screen. I have the folders that came with the game as well.
The Machinarium application
must remain in the main Machinarium folder along with the other subfolders '00', '01', '10', and '11'. Otherwise you will get a black screen.
If you want to have an icon of the game on your desktop that you can double-click to run it, my suggestion would be to make an alias of the Machinarium app and move that to the desktop.