You cannot use purchased downloaded Premiere Elements Windows installation files in Premiere Elements Mac.
If you had purchased Premiere Elements 12 in box packaging, then you would have purchased 2 discs, one for Windows and one for Mac.
Reminder, projects created in Premiere Elements 12 Windows do not work in Premiere Elements 12 Mac and vice versa.
Please review and consider. Any questions or need clarification, please do not hesitate to ask.