Click on the Mac OS X Installer link to download the installer
Then double click to expand/launch it
it will automatically give you the Arduino app the teal icon:
Thanks to Mac OS X having the drivers built in, you won't need to install any other software!
You can use Terminal to help find and verify your Arduino. First, launch the Terminal app - you can Command-F to Find the Terminal.app program:
Double click to launch it. At the text prompt, type in
ls /dev/cu* (note the first letter is a lower-case L)
Make sure you see a line with the text /dev/cu.usbmodemxxxx or /dev/cu.usbserial-xxxxx where the xxx's can be anything. This indicates that the driver installed properly and that the Circuit Playground was found.
You can close the Terminal program now