If you want to do hacking, you'll have to download the Windows version of the game and use that.
You could probably hack on a Mac with a hex editor, but it would be slow and tedious and most likely un-fun... basically, doing manually all the stuff the editor does for you.
About saving to a disk... do you mean like a floppy disk? It needs to be formatted as FAT, which is how Windows will format it. A Mac can always read a Windows disk, but Windows cannot read a Mac disk. So if you format the disk, it should work. (Make sure there's no important data on it first though!)
If you mean a memory key, they're usually FAT already.
Also... what version of MacOS do you have? Do you have a PowerMac, or a later model?