Hi toonfish
You've not given us much to go on here mate! I'll therefore assume you're a complete novice. In order to run UAE on a mac you also need to download the interface for it, which is Hi Torro from
http://www.macupdate.com/app/mac/25618/hi-toro/.
IF you load that up and run it, then all should be clear (most of it anyway). This program enables you to create config files for UAE to use, eg, is it an A500, an A1200, how much RAM do you want and so on. You also need the Amiga ROMs in software form, which is the most difficult part, as they are the copyright property of Cloanto, who sell the Amiga Forever package on the PC. If you search around on the net, you may be able to find a set of them. Same goes for the workbench disks.
If you've got all that, setting up an amiga HD is simply a matter of going to the Devices tab in Hi Toro and allocating a chunk of your hard disc space as an amiga hardfile. You then run the emulator and format it like you would any amiga hard drive.
I must admit that emulating the Amiga on a mac is more difficult than on the PC as it's much less supported. I hope this can give you a start anyway. If I've told you things that you already know then forgive me!
Mr TEL