Is the controller fully charged? If nothing shows up in the bluetooth prefences window when you plug it in, try reseting the controller with a small paperclip inserted into the tiny hole underneath and near the L2 button. If reseting the control still doesn't allow it to show up, I'd recommend taking another known working bluetooth device like cell phone maybe, and testing to see if your MacBook can see that device. If your MacBook doesn't see any bluetooth device at all, chances are your settings are standing in the way, or your MacBook may have a hardware issue.
Hope it helps.