MacOS 13.4.1(c): I've been having issues with GOG Galaxy 2.0 losing connection with servers. So I downloaded 30 files. How do I install Baldur's Gate 3 on my Mac after downloading all the files?

Congratulations, you probably had the wrong OS selected. Go back and check what the dropdown said.

Baldur’s Gate 3 is only provided as a Windows build, so it would be hard to mess up the selection here ;)

You don't, unless it's an Intel Mac and you have Boot Camp and Windows installed. (Or maybe it would work in Wine?) If you want the Mac version, then you wait until September when the game has the Mac version released. And then download a single file...Mac and Linux installers don't do the dozens of 4GB file chunks thing.