How to Connect Sound System to my Mac?

As for the connection of the speakers to each other, you are right: we plug the three speakers (satellites and woofer) into the power supply, and then connect the two satellites to the woofer. The XLR cables go into the "input" of the satellites, and then into the "output" of the subwoofer.
To connect the Woofer to your computer, there's a little issue: the Woofer doesn't have RCA (red and white) or jack inputs, so you need to use a cable like this:

http://www.amazon.fr/Adam-Hall-3-5mm-Stereo-Audio/dp/B004BR2VP0/ref=sr_1_2?s=musical-instruments&ie=UTF8&qid=1408802961&sr=1-2&keywords=xlr+jack+3%2C5+stéréo

You connect the XLR ends to the woofer, on "input A and B", and then plug the 3.5 mm jack into your MacBook Pro. You then have a stereo output to your speakers.

If you want more settings, you can use a small mixing desk, like this one:

https://www.woodbrass.com/console-de-mixage-analogique-sortie-num-behringer-xenyx-qx1002usb-p147843.html

or this one:

https://www.woodbrass.com/console-de-mixage-analogique-sortie-num-behringer-xenyx-qx1202usb-p147842.html

which will allow you to have easily accessible adjustments, such as bass, mid, treble; overall volume, panning...
Plus, with the 4-input model, you can connect your computer and one or two microphones, so that's pretty cool ^^

There you go, now you know everything :)

I hope I've been helpful ^_^