Hi, welcome. Put them in:
~/Documents/Aspyr/Sid Meier's Civilization 5/MODS
Where '~/' means your Home folder - /Users/<your-name>/
Apologies. I'm getting confused in my old age. They changed it ....
Try:
~/Library/Containers/com.aspyr.civ5campaign/Data/Library/Application Support/Civilization V Campaign Edition/MODS
Don't forget that ~/Library is hidden as of OS X 10.7. You need to hold down Alt and select Go in the Finder to select Library.
Try putting it in ~/Library/Containers/com.aspyr.civ5campaign/Data/Library/Application Support/Civilization V Campaign Edition/MODS
They seem to go in different places in different versions of OS X.