I don't have a mac but you should install it/run it as any other program and open the zip archive you've downloaded from spidermod.spiderland.net site
there is a faq also: http://www.zipeg.com/faq#multi-part
.zip files are an archive that shrinks down several files (in this case the scenarios) into one tightly packed file, making it much easier for you to download. You will need a program that can decompress the files. I don't own a mac and can't help you use any program (the internet recommends http://www.zipeg.com/ ).
After they are decompressed, you'll need to find the folder that RCT2 is installed to, and then find the Scenarios folder inside it, and move the files into the scenarios folder.
CS means custom scenery. RCT2 allows for custom scenery, ride trains, flat rides, etc. In this case it's a path that was not included in RCT2 but was made in RCTLL. There is only one piece of custom scenery in the scenario pack, and it will install itself when you open the scenario that the piece is included in.