A family of Microsoft word processing software products for creating web, email, and print documents.
Kindly disregard the shopping list of guesswork that's been thrown at you. The simple fact is that Mail Merge is a function of Microsoft Word, not Excel. A List in an Excel worksheet can be used as a Record Source for the Merge but the merge is done in Word.
In Word go to Help> Word Help then enter the search term mail merge & follow the links... Specifics vary depending on type of merge: Letters, Envelopes, Labels, Email, Directory but in general the process is the same for each..
The Help in Excel will explain how to prepare the data for a merge.
If you then have any specific questions post them in the Mac Word Community. Be sure to provide a complete explanation of the issue including your expectation, the exact steps you're taking & how the result differs from your expectation.
Including Version Numbers of Office & macOS is always a good idea as well.