Thank you! From your screenshot I think you're on the wrong menu though. It's not built into the app, it's just on the list for recommended apps under integration, see here. The script has nothing to do on your phone anyway, you need to run it on your computer.
On your phone you need to enable LAN control for the bulbs you want to control. For Mac OS, I cannot provide you with a tutorial as I use windows but it should work. Afaik it should have Python installed, so the fluxee.py file should work for you. But maybe you have toi install Python by yourself, it's fairly easy to do. If you need any help, I can try and help you set it up.