How can I make portable applications?

I have a couple of programs in my zshrc config folder and I want to take it anywhere, but those programs try to access some dependencies which I don't have

I remember on Windows, for example, you could take a whole application and turn it into a single executable. I don't necessarily need that, it can also just have its folder with all of its files, its dependencies and its executable, but have it be in only its folder and depend on nothing outside of it, so it is completely portable

Example: I have lolcat, or any other program, installed locally (like, not system-wide) and i want to use it on another computer where it doesn't have all of its dependencies like ruby for example

Is there any way to do this?

Appimage.

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