I just deleted the PSQL icon from the dock, so I have to go into Applications > PostgreSQL and open it. When I click on the PSQL icon, it opens my Apple terminal, with the following text:
So your Mac has this same connection helper script as Windows. Once you get connected to the actual "psql" prompt you can start entering the commands you were given. The correct values for the prompts would depend on your setup but it cannot hurt to simply accept all defaults and see what happens.