Hi, welcome
I found the MainMenu.lua file, yet I cannot edit it. It says in TextEdit it is a locked document.
I assume you are running the App Store version of Civ5? If so, you will have found the .lua file in the Civ5 application package, at /Applications/Civilization V Campaign Edition/Contents/Home/assets/UI/FrontEnd/MainMenu.lua.
If you select the file in Finder and Choose Get Info from the File menu you will see that the permissions are: Owner=root; Group=wheel, and only the owner can write the file. The same applies to the 'FrontEnd' folder that it lives in.
You need to grant yourself permission to modify this file, and for various complicated reasons that means you also need permission to modify its parent directory as well. You do this in the Get Info window for each item. Click the lock icon at the bottom right of the window; enter your password (assuming you are logged in as a user with Admin privileges); and change the permissions to allow read and write for everyone.
Now you should be able to open the file in TextEdit and change it, and save the changes.
Should I open it with anything else?
I use BBEdit for editing text files. That has a built-in feature to escalate privileges when you need to change files owned by root, and saves a bit of time. But TextEdit should work if you change permissions manually.
And also, how do you expand files and what do you do with them?
Use Ez7z to expand a xxxx.Civ5Mod file. That creates a folder that you can drop into the Mods folder, which is at:
/Users/<your_name>/Library/Application Support/Civilization V Campaign Edition/MODS
If you are running OS X 10.7 (Lion) then your /Users/<your_name>/Library/ is hidden in the Finder. Hold the Alt key down and select the Finder's Go menu. You will see Library as one of the options in that menu. If you want to be able to get back to it often then, while you have the Library window open, select "Add to Sidebar" in the Finder's File menu. It will then apper in the left hand list in Finder windows.