Despite his claims of being a god, Dr. McCoy's scans reveal that he is a simple humanoid organism, with an extra organ in his chest. This is likely to tap an energy field which exists on the planet, and direct it with his will. This gives them a variety of powers and abilities. According to Apollo, the gods are immortal, and do not die. Instead, they "Spread themselves upon the wings of the wind, thinner, and thinner, until only the wind remained". He explains this not death as humans know it, but they do reach a point of no physical return. Apparently they can do this at will.