Any file that starts with a period will not be viewable using traditional folder navigation; it's an invisible file/directory that can only be modified by root or the user/application that created it, so the only way to access it is to use the terminal, type "sudo cd ~/.cxoffice" or "sudo cd ~/.cxgames", but the directories you listed are irrelevant to running Cave Story on Windows in any case.
On Mac the files Cave Story uses to run (and are modified by mods) are stored in "Applications/Cave Story/Contents/Resources". Yes, they are. If you right click on the Cave Story application, wherever it may be and whatever you've called it, you'll have the option to "Show package contents."
I once tried to use Jenka's Nightmare by replacing the files with those from Jenka's Nightmare, and it actually worked! Sorta... The introductory scene was loopy, but everything else displayed correctly, except for the parrots. So I tried another mod, and it froze. So your mileage will vary if you do try this approach. And it might actually work properly on Intel Macs, because it uses a different binary that's closer to the x86 version of CS for Windows. (Universal Binary can be another term for Dual Binary; different code can and probably will be used between PPC and Intel Macs.)
Your only other alternative is to run CS in a Windows environment. However, if you use a PPC, none of the stuff that these blokes are suggesting is going to work, because WINE requires an x86/x64 environment in order to function correctly, and so does Crossovers, VMWare Fusion, or any other Windows emulating tool. At this point it would be simpler to just use Bootcamp if you are, in fact, using an Intel Mac.