So, there are some small differences between the compiler and the standard libraries in the Mac and Windows build environments for UE4.
On your Mac, find your .uproject file and right-click on it. In the Contextual Menu, find “Services” and select “Generate Xcode Project”.
A terminal window will pop open. A few seconds later, it will say that it’s done, and you can open the brand spanking new .xcodeproj file in Xcode. Make sure you select “[ProjectName]Editor - Mac” as your build target and “My Mac” as the device. IIRC, it doesn’t always default to these.
Now, ⌘B to build the project. You’ll likely get an error when it builds. There’s a small chance it’ll build fine - I have seen times when something odd happens and I can compile fine from Xcode, but launching the project and letting it compile fails. More likely, though, you’ve got something in your project that doesn’t work on the Mac. You might’ve called a Windows-specific function that doesn’t exist or you might have used a Windows-specific constant or #pragma that LLVM doesn’t recognize.
After it fails, look at the build log. You should get an error in there that gives you some clue as to where the problem is. If you don’t understand how to fix it, post it here and I’m sure we can get you compiling.