To run ArcGIS Desktop or ArcGIS Pro on an Apple Macintosh computer, the Mac must be set up to run Windows.  There are severals ways to do this, but they require one of two installation options.

Option One:   Create a dual-boot setup on your Mac, which allows you to boot into either Mac OS or Windows OS.    The typical method for this is to use the free software BootCamp.

     Using BootCamp: http://www.apple.com/support/bootcamp/

Option Two:   Create a virtual machine on your Mac, which allows you to run an installation of Windows OS in parallel with your existing Mac OS, and to switch from one to the other without booting into either one separately.   Typical choices for the virtualization option are the licensed software Parallels or VMware.

    Using Parallels: http://www.parallels.com/products/desktop/
    Using VMware: http://www.vmware.com/products/fusion/

ESRI has more information on these options here.  When configuring Windows with any of these options, it is important the configuration meets the minimum system requirements for installing ArcGIS Pro. 

Keep in mind that ESRI does NOT support ArcGIS for Mac, and that you can only use ArcGIS within one of the Windows OS installation options described above. For more information from Esri, see https://pro.arcgis.com/en/pro-app/get-started/run-pro-on-a-mac.htm.

Decision tree for installing ArcGIS Pro on Mac computers (by Jill Kelly).