If your Sage app is /Applications/Sage.app, for example, then from a Terminal window, run
$/Applications/Sage.app/Contents/Resources/sage/sage example.sagetex.sage  You can instead add the directory /Applications/Sage.app/Contents/Resources/sage to your $PATH, and then you'll be able to do
$sage example.sagetex.sage  Actually, once you add the sage directory to your $PATH, if you have latexmk, you can just do
\$ latexmk example.tex