Finder, Places, ACCOUNTNAME (the one you use to sign into your computer), somewhere around your documents/applications/desktop shortcuts located here you should find something along the lines of library. From there, find application support, steam, and go from there as you would a windows machine.
Say I sign into my macbook under the username bob, this is what should happen (I'm guessing here, but this should work):
Open a finder window, click "places", then "bob", then in the list that you see find the Library (something along those lines) folder/link, open it, then navigate to application support>steam>...