Hi,
Mac OS X is based on the Linux operating system. This is, from the ground up, completely different then Windows.
Because Windows used to be on 99.9% of the computer systems the complete game industry aimed at Windows, therefor most of the games are still only Windows compatible. Because of Apple's/Mac's growth over the years, more and more games are not only being made for Windows but also for Mac OS.
The more popular titles like World of Warcraft and Diablo are 100% Mac compatible, but unfortunately the majority of games are not.
Regarding your question why you can't setup a game server or join your friends in games. This shouldn't be a problem at all, if the games you are refering to are Mac compatible. Please verify if your games are, if not there's your answer. If they are, please give us some more specific information so we can look into it for you more deeply.
Kind regards,
Hugo