Faith in Civilization 5: Campaign Edition (macOS)

Since you are using the Campaign Edition, you will not be able to access faith or religion, as these features were added in the game's first expansion, Gods & Kings.

Faith is effectively a new resource introduced in Gods & Kings used to track and make purchases for a civilization's religion.

The Campaign Edition of the game unfortunately does not currently have access to the game's expansions (see comments from developer AspyrRyan). Although the edition's developers have been keen to introduce these expansions to the Campaign Edition since at least 2011 at this point it is unlikely the expansions will be added, since it is now 2020 and there have been multiple Civilization games released since.

If you want to introduce Faith to your games you will have to purchase a copy of Civilization V and the Gods & Kings expansion through Steam or another platform which supports the base game and the expansion pack on Mac.