Import old OneNote .one files into OneNote for Mac
That post is a little out of date:

I used the previous version of OneNote for the mac that actually allowed you to open files locally. Now Microsoft will only let you open files on OneNote for the Mac if it is on Microsoft OneDrive (grrr....)

I tried exporting a section as a .one file and saving it on my OneDrive and OneNote for the Mac would not see the file. So it seems that it won't open .one files and that you would have to open those files on a PC, export them to a OneNote package file and then put them on your OneDrive.

Perhaps you can find a copy of the older version for the Mac, otherwise it looks like you are out of luck.