I downloaded a custom map but I don't know where to put it in order for it to appear in the Custom Game map selection menu. Does anyone know where is this custom map folder ? I play on MacOS X but I think the only difference between the Windows and the MacOS version is only the installation path.
Actually, the way Blizzard has custom games working at the moment, it is not as simple as navigating to a folder to select the map. Many view this as a downfall in their current system, but this site is not the place for such arguments.
Rather, to answer your question, the only way for you to play this map is to either find it in the search engine for custom games online or to publish it yourself. Ideally, you can find it in the search engine online, but there are a limited number of maps that appear in that, so if the map you want to try is unpopular, your only option is to publish it yourself.
You have to open the map in the map editor and publish it just as you would any of your own maps. Unfortunately, this will create a copy on their server, and anyone found playing your copy will be counted differently from the original author's copy, which means that the stats for determining popularity will treat them as separate maps even though they are the same. It is very difficult for a new map to make its way up through the popularity list with this system.
This Team Liquid forum post goes into great detail about the shortcomings of the current custom map system and the workarounds for it.
The FAQ of the StarCraft 2 Map Editor (called "GalaxyEditor") gives some short information about the location and handling of custom maps: