Hi Gary,
You can think of Apache .so files like "plugins" for Apache, and Apache has a LOT of plugins. mod_proxy, mod_rewrite, mod_security are some very popular ones that you see everywhere. Once you've compiled mod_cfml.so for your MAC, you just put it in the Apache modules directory - [Apache Home]/modules/.
For your situation, I'd recommend reviewing the Windows documentation, as it gives you more of a step-by-step and includes screenshots:
https://viviotech.github.io/mod_cfml/install-win-apache.html
Essentially, Lucee is just a Java servlet. This functionality wasn't built into Lucee because it's out of scope for a servlet. However, other projects, like mod_cfml and the Lucee Installer, are built around that servlet and give you additional functionality. In fact, the Lucee Installer may be more of what you're looking for. The Lucee Installer provides you with a fully functional tomcat/lucee install with mod_cfml configured out of the box. Maybe that's the kind of "Built into Lucee" thing you're referring to.
The Lucee download site only displays the latest release of the Lucee build, and installers are (generally) only made when the Lucee team asks Vivio to build them. If you can't find a Lucee installer on the Lucee site, Vivio keeps an archive of installers here:
http://lucee.viviotech.net/
Just run one of those on a modern Windows/CentOS/Ubuntu machine and it will give you a fully functional Lucee install.
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Kind regards,
Jordan Michaels
Vivio Technologies
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