OS X does not include a NewsGroup reader.
Entourage, the email client comparable to Windows Outlook which is part of Office 2004 for OS X includes a NewsGroup reader function (just like Outlook Express for Windows) but if you haven't purchased Office 2004, you need a NewsGroup reader.
There are a number of NewsGroup readers available for and compatible with OS X. Search
VersionTracker for NewsGroup readers or NewsGroups.
I use
Hogwasher which is considered a "premium" NewsReader and costs $49 currently (I purchased it years ago for only $25 or less) but has many more features than I'll ever use. You can use it free for 60 days.
There are others that don't cost near this much and I believe there are some freeware clients available you can check for using VersionTracker.