That missing file is not necessary and the error message won’t be in the next wip release of Rhino.
Download and install the Atom text editor (tested with version 0.174.0).Download and install Rhino 5 for Mac Build 5A671.
We created a new package called rhino-python for the Atom text editor that in combination with Rhino 5 for Mac Build 5A671 provides code completion for RhinoCommon and provides a convenient way to launch your python scripts. Go here to read about setting up Python scripting on Rhino for Mac