Funds from coinbase never showed in my Multibit wallet
Hopefully you understand already that the coins themselves are in no way on your computer -- your wallet is just a key that lets you spend coins that are yours.

Everything you need to verify that you own those funds in question is available in the blockchain (and on your Coinbase account).

Simply look at your Coinbase transaction where it says it sent BTC to your wallet address. Click advanced details if you want the actual bitcoin transaction information. Here you can verify that your wallet address was the recipient of the BTC you sent to it. You should be able to click on the link for that address to see the value being held on it.

If you're feeling paranoid and want to cross-check Coinbase's blockchain data, just head over to http://blockchain.info/ and do a search on either the transaction hash or your wallet's receiving address. You should see the exact same information that you found on Coinbase.

I can't help you figure out how to use Multibit, but needless to say, if you lose the private key stored in your wallet, then you will be permanently unable to access the funds at that wallet's address. I can offer only the following tips based on your question:


Make backups (duh).
Mac OS X is closely related to UNIX (and Linux-style operating systems), where files and directories can be hidden by prefixing them with a dot. Similarly, the ~ character is short for your home directory.
You can view hidden files and folders easily by learning how to use Terminal (really, the ls -a, pwd, and cd commands would be all you need at this point, and are safe to mess around with... but MAKE BACKUPS).
You can view inside hidden directories using the finder by using the Go to Folder command (from the Go menu, or shortcut command-shift-g) and then typing the UNIX-style path of where you want to access. Note that you still won't be able to see any hidden files within this directory.
The ~/Library directory is not prefixed with a dot, but it is hidden by default on new Mac OS X systems. You can still get to it easily by using one of the methods listed above, or by opening the Go menu and then holding option, or if you want it to be visible permanently, navigate to your Home folder and hit command-J (or View menu -> show view options), and then check the box for "Show Library Folder".