Did you happen to read any of the posts, uh, directly before your own? It seems that vadakin's post (#5) explains that the saves are in the Documents folder. In that post he describes a brute force approach to making things work, and in post #6 N** gives an idea for escaping some of that brutishness by making a symbolic link.
All this assumes that you have some way to use KSE on a Mac OS... wine or something akin.
Never hurts to read in the thread you're posting in