On a PC, you can click in a measure and press the space bar to playback from that measure. Is there a way to do the same thing on a Mac?

Take a look in the Window menu.
Is the window Playback Controls on or off (= showing or hidden)?
The online manual has an entire section about Playback:
http://usermanuals.finalemusic.com/FinaleMac/Content/Finale/Playback.htm?Highlight=playback
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