If it is a simple shell script, then you don't need to wrap it in an application bundle; you can double-click the script itself. However, you won't get the ability to have a custom icon or other things like that.
I think there are a few helpers out there that can wrap simple scripts, but the only one that I have experience with is Platypus which allows you to make shell/python/perl/ruby/etc scripts run like regular applications with icons, I/O redirections, etc.
One other mention is that though the accepted answer on this thread describes how you can just make an app that runs a shell script, the thing you don't get in that solution is any kind of window for output. Where Platypus differs here is that you CAN get STDIN / STDOUT through a few different mechanisms, as well as menu bar interactivity. However, if allSo you want is an iconget a window where you can click that will run ainteract with whatever script and no window will appear, the accepted answer will do the trick and is more efficientactually running.