How to use FreeRTOS with MPLAB X that runs on a MAC OS
FreeRTOS doesn't care about the environment you are using for development. So yes, you can use MacOS when you are developing with it.

The .exe file you are mentioning is a self-extracting ZIP file (at least that's whats mentioned on the page you are linking to), which is also available as plain ZIP file.

When you are looking at the supported hardware list you find some examples using MPLAB (for PIC18, 24, dsPic and PIC32). These pre-configured examples may make your start easier.