You need to install the Sony eBook Library software. You can download it from here:
http://ebookstore.sony.com/download/
If you've not already done so, authorise your Mac with ADE. After you've installed the Sony software, ADE should then detect that a mobile device is connected (ie the Sony), and ask you if you want to authorise that, too. Once you've done that, use ADE to copy the book to your Sony.