What exactly you mean by "nothing seems to happen"?
You should be able to see the camera as a external storage device when conected to your Mac, a little bit like conecting a USB card reader.
If you cannot see the card it is possible that you require to reformat it, you can use your camera for this (see the instruction manual) or use your Mac (as long as you are able to "see" the card). All digital cameras can work as a USB card reader, sometimes you need to set it in a preview or similar function, again, check the manual.
If you have iPhoto it should load automatically once you connect the camera, if it doesn't then load iPhoto and then connect your camera, it should give you options for importing photos then. You select "Image Capture" in your Application folder and you will have some options there too. If you have other software like Aperture, Lightroom or other, the settings are pretty much the same. Any kind of software for digital cameras(including the one that Fuji includes in the user CD) work in a similar way, in other words they are just like iPhoto (or you can say iPhoto is just like those). Basically, you don't need it.
Even if anything works, you should be able to use a USB card reader instead of the camera, iPhoto and similar software will recognize the card as if you were conecting the camera, this programs recognize the images (JPEGs or RAWs) and the folder structure, not the camera itself.
I hope this helps you.