How to type in Mac window?
By clicking on a unix executable, you run it with the exit argument.  If you scroll up to the top you will see something like this:

.../Development/adt-bundle-mac-x86_64-20140702/sdk/platform-tools/adb ; exit;


The way to run a shell tool is to open terminal (hit command+space and type Terminal then enter)
then something like:

cd /wherever/you/have installed/your sdk/platform-tools/
./adb shell


tip: start typing the directory name then hit tab for completion