@yoman This problem is not connected at all with SBX. So you should post here. In SBX topic ask anything about SBX, but not setup of cocos.
Your problem is configuration of cocos2d-x. As simple option I’m suggesting you just replace official cocos2d-x with cocos2d-x for SBX. Then just create a project with it.
Actually you need more carefully read instructions from https://github.com/KAMIKAZEUA/SpriteBuilderX
So it’s whatever using which cocos you will create a project.
Moreover, I’m strongly suggesting you to use pre-built libs as you are on a Mac.