Mac SageMath 8.1 ... live tutorial?

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Live documentation in the Jupyter notebook is work in progress, see Sage trac ticket #24593.

In the meanwhile, you can still launch the legacy "SageNB" notebook.

For this, open a terminal and run

sage -n sagenb

If "sage" is not in your PATH, you may instead have to do

/Applications/SageMath.app/Contents/Resources/sage -n sagenb.

Or, from a Jupyter notebook worksheet using the SageMath kernel, run

!sage -n sagenb

(in Sage, whether in the Sage REPL or in a SageNB worksheet or in a Jupyter worksheet, starting a command by ! lets you execute a terminal command).