Are you running it under Wine or is it a normal macOS MT5 installation? If it's the former (Wine), you'd need to navigate to the Program Files folder of your Wine drive_c and find the installed platform there and then copy the files to the \MQL5\Experts\ folder there. If it's the latter (native macOS app), try the following method:
- Run MetaEditor.
- Close all windows in MetaEditor.
- Drag and drop the Account Protector.mq5 file to MetaEdtior.
- Select File->Save As and save it to the proposed folder.
- Repeat steps 3-4 with the three remaining files.
- Return to the Account Protector.mq5 file in MetaEditor and try compiling it.
Please let me know if any of this works for you.