Hi killswitch. Just wanted to double-check... when you downloaded the app, did you grab the "Verge 3 Engine - For Mac" or "The Sully Chronicles (an RPG tech demo) - for Mac" from the files page? Verge isn't a game development environment like, say, RPGMaker where you run it and it opens up an editor that you work in. The engine download is actually just the executable that you use to run your game -- the development all takes place in a text editor, graphics programs, the map editor, etc.

The tech demo, on the other hand, should just run. If that isn't working for you, then there is another problem.