@woodinblack welcome, hope you enjoy the pico.
so the eigend package (you linked in OP) does not include the âresourcesâ these are a separate download that you can find on the Eigenlabs website.
(this should be mentioned in the README on the page you linked - no?)
there is however a small issue on the Mac.
basically, since this resource packaged was created, Apple have changed the policy on where things get installedâŚ
I updated the EigenD to reflect this,
however, the resource package was too large for me to host, so I have not done that.
(and frankly, I think really most players, quite quickly stop using these sound fonts etc, and move to their own)
given you have a windows machine, you could install under windows (which still works ok), and then copy these resources over to you Mac.
(alternatively you can disable SIP, and install on Mac, then move them)
you can also get the other sounds to work too⌠(e.g. cello), but youâll need to get the convolution responses from the Resource package (iirc)
the only one that probably (?!) wont work on the Mac, is the ârigâ that used a demo version of alchemy, Im pretty sure thats 32 bit, so wont run these days.
Some general notes:
(about how we use EigenD these days)
a general point, on the Mac. you will find that EigenBrowser and EigenCommander no longer work.
this is due to the version of python installed/supported on modern macOS.
this means today, we recommend people get familiar with Workbench, which allows you to do things like load change the VST plugin installed. we can show you how if youâd like.
Windows vs Mac.
whilst, the PC is a little more complete (e.g. it does not have the Python issued mentioned above)
Generally, if you have a Mac, Id recommend you use it.
I, personally, think the performance and stability is much better⌠as it does not need a driver to talk to the pico - also, frankly, midi is much better implemented on macOS (compared to windows)
note: Im not going to âdebateâ this with windows fansâŚis purely my opinion, ignore as you wish 
Hosting (vst) plugins within EigenD.
EigenD is very cool, and very powerful⌠and its nice that you can host plugins within it, to make the pico a âcomplete instrumentâ - include MPE capable vsts.
however, EigenD can feel a bit âoverwhelmingâ and also a bit âheavyâ at times.
also there are some processing limitations if you start loading mutliple cpu intensive plugins.
so, most (?) Eigenharp players instead , tend to use a âlight setupâ (that loads very quickly), and then send midi to a daw (or performance software e.g. GigPerformer).
I, personally, do a bit of a mix.
Its nice to have just EigenD running with a simple VST to just make some sound.
(and this really suits the pico, where often we use simpler setups)
but, for if you start wanting to have effect chains, or switching plugins around etc, you might be better off using an external host, and just sending midi from the Pico (via EigenD).
frankly, this has been come so much easier these days, since may daws now support MPE 
anyway, hope that gives some pointers.
though the biggest tip is simple ⌠try not to get too involved in getting it setup.
the most fun comes from the Eigenharps from just playing themâŚ
(tinkering, just becomes a frustration/time sink, if your not careful)
anyway sorry for the wall of text,
but I hope there may be some thing of interest in here, that might help speed you on your way to enjoying the Pico, in the same way as many of us do.