Hmm, couple of different things being asked here:

1) Packages are not actually independent executables, they are the input instructions to some other program that runs them like dtexec.exe or DTSRUN.exe.

2) You are not restricted to running them from the command line, DTSGUI can run SSIS packages from windows, both DTS and SSIs packages can be run from SQL Server or SQL Agent. However, all of these do go back to the command line executable to run them.

3) I cannot say about DTS, but SSIS packages can only run on machines with SSIS services installed. (VS/BIDS has a special SSIS install to handle local testing).