KanedaFr: The debugger mostly supports m68k debugging at the moment. You can set break points and watch points. I also added YM2612 support that allows us to examine the OPN parameters from the FM chip. Be sure to configure with --enable-debugger to get these goodies. Run the emulator from a terminal and hit backtick (`) to enter debugging.
djcouchycouch: I don't know much about OSX. Some of my friends end up using a ports tree like macports in order to get set up with some of the libraries and packages that they are used to on a linux system. I will ask zamaz if he has any plans to build for osx.