You don't need to download Mupen64Plus, why, M64Py comes with it.
Also, what is the error, can you start it from the terminal and check the messages? So .aap is just directory, cd there, start and check. Did you use it before, do you have some old/staled configs in your home etc.
Usually, problems like "it doesn't work" are impossible to solve without some context, i.e. at least the macOS version, is it old, very latest, etc.
