If the mod is delivered as a .exe file then you will not be able to use it on a Mac. A .exe file is the Windows equivalent of a Mac application, and in this context they are usually self-extracting archives, like Mac .sea files, that install a set of data files in your Civ3 applicaton directory ... but only on a Windows machine.
If you know someone with a Windows Civ3 installation you may be able to get them to run the .exe file and extract the files. Then if they send them all to you in a .zip file you can install them into the relevant places in your Civ3 folder. An easy way to do this once you have the .zip file may be to use my Drag and Drop installer. Alternatively you need to transfer each file and/or folder from the unzipped file into the correct place in Civ3.