Actually, when I click on that link it doesn't go to the Android section - it just goes to the top of the general FAQ page. I have to scroll down to the Android section - not sure why since the link looks like it should go there.
At any rate, I'm on a Mac too - and happily am able to successfully connect wirelessly to my Calibre Library (which is on a Mac laptop) from my Fire HD. It's great for downloading ePubs to Aldiko and .mobi files for the Kindle app. It's not a great solution for importing lots of books at once, and unfortunately it looks like that's what the OP may want to do, but I don't import lots of books to my Fire anyway - just the book I'm reading and the next couple I might want to read. The ePub/Aldiko solution is a bit simpler than .mobi files, and I prefer Aldiko as a reading app, so it works for me. But of course that's a YMMV situation.
To "New" (if you're still here) - I understand some of your confusion if the link worked for you the way it worked for me. When they refer to the Collections feature & Calibre, though, they're talking about a plug-in for Calibre that worked with older Kindles to create Collections that would work on the Kindle - making it easier to create and manipulate Collections because you could do it on the computer rather than on the Kindle. Starting with the Touch, I believe, that plug-in doesn't work any more. It isn't related to the business of Androids & Macs connecting or not - it's an Amazon/Calibre thing. So if you haven't been using that plug-in, it isn't something you need to worry about.