Mplus does not do plots on the Mac (or at least not as easily as on PC). I came across Onyx (free, all platforms) the other day but have not tried it yet: http://onyx.brandmaier.de/
According to my experiences, if your model is Variance-based SEM, than SmartPLS 3.0 is a good candidate to use. You can try this software by download it in http://www.smart-pls.de. However, of your model is Covariance-based SEM, I suggest to try AMOS.
Stata is fantastic if you have institutional access and/or are willing to cough up the money for a perpetual license. It does seem R is the way to go. Though I have not yet worked with R, I use the following program to graphically represent my SEM models. It can produce estimates for you as well as export code to a handful of R and other packages. http://onyx.brandmaier.de/
You can do graphs in Mplus on MAC. It also depends what you want to so with your SEM. There is a lot STATA cant do yet unfortunately. R is free but takes time and dedication to learn. I have all three so I know the pros and cons.
Maybe it would be useful to know at which point the installation did not work, your system specs etc. It's difficult to help if you don't provide any specific information.
My problem is with this software. I have already installed SPSS and Office without any problem. I know how to install in Mac but it has been impossible to do the same with Onyx
And what exactly is the problem? does the program not open? I've just successfully installed on a Macbook Pro OS X 10.10. The download format is .jar and since it is not downloaded from the Apple store I initially got a warning - Yosemite by default only allows installation of verified programs but you can override that in your security settings (Finder > System Preferences > Security and Privacy > tick "anywhere" in "allow apps downloaded from"). Hope this helps?
Are you working with OS X 10? Try double-clicking on the .jar in your downloads, this installed and opened the program for me. I think you tried to unarchive, which, indeed, does not produce a dmg.