Hi,
There is indeed no menu to work with entire folders on the mac version but the function do exists.
If you know a bit of M language, you can just create a empty query and use the Folder.Files(yourPath) function in the formula bar. Evry function available in windows seemed to work on mac too. This means that if you find a way to create and save the query on windows, you'll be able to use it on mac.
But i would recommand to use the "m-language" way that make much cleaner queries than with the "from folder" menu method, even on windows.