I could only open the demo for the Mac, but not the full version :( why is that?
While I don't have a Mac myself to test, the following advice was provided by another user in an earlier comment:
"Right click on the renpy app, then say show contents or something like that. Then go into the folder that says Contents, then MacOS then double click on the black version of it. The terminal should pop open and you should be able to run the game."