Woah, what does this have to do with the fact that the Mac can't find the WoW file on his Comp?
And... umm... "you can pick up some quests there when you type in your key." made absolutely no sense
OK, hint spotlight, search for World of Warcraft.app
Creating a trial account and downloading the trial app is an alternative if the other download sources fail.
You can always upgrade that account with the key in the box.
If it is your first time with WoW the trial account gives you some time to play, and as soon as you hit lvl 20, it'll stop giving you exp and switch to extra gold.
Doing your first toon with a trial account will allow you to grab an extra 5-10g quick with a couple extra quests.
On your first toon an extra 5-10g can help.
Since you can do about 3 trial accounts per e-mail address, you can also try out all the character types without using paid time and simply activate the account with the character you really want to pay for. And grab a look at most of the starting areas, so simply going to one of those for some extra quests to make up for the ones you turned into gold isn't a big deal when you start paying.
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If the OP has already used his game key, too late.
Edit: Download anything, the Lich King link would probably be the best, and start playing. The blizzard app will take care of it and download any other updates needed to play the game -- even if it updates painfully slow.