The main install location (not counting Unreal Engine.app you installed by copying it somewhere to your disk) is /Users/Shared/UnrealEngine.
Samples you downloaded from Marketplace are in ~/Documents/Unreal Projects (which is also a default location for user-created projects).
Depending on what parts of the engine did you use, you may have additional files created while running the editor or Unreal tools in:
- ~/Documents/ (for example ~/Documents/UnrealEngineLauncher) (this only applies to UE4 4.0.x)
- ~/Library/Application Support/Epic
- ~/Library/Logs/Unreal Engine
- ~/Library/Preferences (com.epicgames.* files, Unreal Engine folder, folders for games)