Is your Mac connected to the same network that you will use with the Core? If so you don’t need to move the music files at all, just give the Core access to them over the network and it will play them. That’s how any UPnP server works.
If you prefer to copy the files to the Core internal drive that’s fine too, put them in the Downloads folder - locate this in your Mac Finder, and copy the files across.
Attaching a USB drive is another option.
I used to own a Core,I had a 3 TB Western digital external hard drive plugged into the rear USB port. I used the 1 TB SSD internal drive for rips I did on the Core only. All the music will combine together in the Naim App.