How to import from OneNote on Windows to the Mac edition of OneNote?
Synchronising Notes Between OneNote Editions

Upgrade to the latest OneNote on your Windows computer. This edition is compatible with the Mac edition of OneNote.

Once upgraded, you will be able to synchronise your files through Microsoft's cloud services. This will allow you to work on your OneNote files on both Mac or Windows.

The latest OneNote is free on both Mac and Windows.

Mac Alternatives to OneNote

If you do not like OneNote on the Mac, a number of Mac apps exist that import OneNote files. This discussion, can i transfer microsoft onenote to macbook, suggests GrowlyBird.

If you want specific alternative recommendations, ask a new software recommendation question mentioning where the free Mac OneNote does not meet your needs. Others with more exposure to alternatives should then be better able to help.