Hi, welcome
Note that the current Mac version of TAM is 1.96, not 1.59.1 as was the case last time I looked at this.
The first thing to look for is the change in the graphics on the main menu screen to indicate that the mod is loaded. If that's the case, then when you select Load a Scenario you should have a list of scenarios beginning with 'TAM', eg TAM Mediteranean Normal v1.96. Select one of those, then click OK. The next screeen should list a lot of new Civs (new to Civ4, that is), including Gallic, Dacian, Iberian, Illyrian, Kolchean, Lydian .....
If you are not seeing these then you've missed something when following my installation instructions.