Hi all! We are happy to let you know that in addition to refreshing your data from supported sources, you can now import data from local files such as Excel workbooks, and Text and CSV files with Power Query in Excel for Mac. This new functionality is available to Beta channel users running version 16.50 (build 21050400) or later.
You can check out the blog for this new feature here: https://insider.office.com/en-us/blog/import-data-from-local-files-with-power-query-in-excel-for-mac
For more information about Power Query features that are currently supported in Excel for Mac, please take a look at the following support article: https://support.microsoft.com/office/7b2f337d-e7d2-4fdf-bf00-3dfbb1e5e9c5
Product Manager, Excel Team
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So looks like at this stage Power Query is not yet available for Mac. It's in the works clearly, but when will it actually be available?