Photoshop CS6 will not be updated for a retina screen.
The Nikon D5600 requires Camera raw 9.8.
The latest, and final Camera raw for CS6 is 9.1.1, so it's not possible to open these files in CS6.
You can either subscribe to the Creative Cloud Photography plan at 10 US dollars a month, which will give you the latest versions of Photoshop and Lightroom, and will enable to work with the files from the Nikon D5600.
Or, you can download an install version 9.8 of the free DNG converter, which will convert your NEF files to DNG files that can be read by CS6.
Hey Per, I've actually got this same issue as I purchased a Nikon D5600 and am trying to edit my NEF files in Photoshop CS6.
I downloaded the Adobe Camera Raw and DNG Converter for Mac and when I open the program I am unable to select my NEF files.
I can see them, but cannot select them. Do you know how I can overcome this?
You cannot select inividual files with the DNG converter, you have to point it to a folder containing NEFs, and it will then convert all the files in that folder. See Adobe Digital Negative Converter 9.x