We are pleased to announce that the first set of Power Query features are now available in version 16.29 and greater. At this stage you can refresh from text, CSV, XLSX, JSON and XML files.
Refer to the following blog post for more details:
I encourage you to try the new functionality and share your feedback with us via Send a Smile/Frown at the top right corner in your Excel for Mac.DUNCAN commented
PLEASE PLEASE ADD POWER QUERY TO MAC! MAC USERS SHOULD GET ALL THE SAME FEATURES AS PC!