Convert GIF to SCREENSAVER for Mac and PC

Hello! I have an animated GIF with 42 slides that needs to be converted into a downloadable screen saver that will work on both Mac and PC. I have never designed screen savers before and not even sure what this requires. Seems like final delivery needs to be an exe file for PC and dmg file for Mac, but perhaps you have a better idea. Attached is the GIF that needs to be made into screen saver. Can you help? Please detail what platforms you will be using or what the final deliverable files will be. Thank you!