Hi Johanna,
There is a web interface, if you prefer not to install anything. However, if you prefer to have it running locally, you have a few options. By far the simplest is to simply run the compiled binary for Mac, which you can find in this zip archive :
Inside that archive is a file called PhyML-3.1_macOS-MountainLion. This thing's ready to go - just call it from the command line, either with arguments or in interactive mode. That is, in a terminal and in this directory :
./PhyML-3.1_macOS-MountainLion
will run PhyML for "interactive" use. If you want to throw a PHYLIP file at it with some arguments, it's similar :
./PhyML-3.1_macOS-MountainLion -d nt -m GTR -i myalignment.phy
for example, will build a tree from the nucleotide sequences in myalignment.phy, using the GTR model. For a list of command line arguments, check the README.
For easy access, you might want to move the file and rename it :
mv PhyML-3.1_macOS-MountainLion /usr/loca/bin/phyml
Then, you can call the phyml command from anywhere in your system.
The other option is to compile it from source. Instructions are in the README, and it goes fairly smoothly with the usual ./configure; make; make install. You can compile with MPI, if you've got it installed, to allow parallel bootstrapping for speed.
Hope that helps.
Quentin